V-Lab
Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:13.55% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8444 | 3.20 | |
| 0.1692 | 11.20 | |
| 0.8177 | 62.12 | |
| -0.0113 | -2.77 | |
| 0.0143 | 2.76 |
Estimation Period:
Oct 19, 1998 to Sep 18, 2025
Oct 19, 1998 to Sep 18, 2025
News Impact Curve
Volatility Forecasts
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