Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:12.75% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7580 | 3.31 | |
| 0.1713 | 11.05 | |
| 0.8140 | 59.84 | |
| -0.0148 | -2.86 | |
| 0.0229 | 2.46 |
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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