Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:11.97% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8612 | 3.18 | |
| 0.1718 | 11.28 | |
| 0.8151 | 61.62 | |
| -0.0108 | -2.70 | |
| 0.0137 | 2.67 |
Estimation Period:
Oct 19, 1998 to Oct 30, 2025
Oct 19, 1998 to Oct 30, 2025
News Impact Curve
Volatility Forecasts
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