Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:20.63% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7583 | 3.38 | |
| 0.1709 | 11.11 | |
| 0.8140 | 60.07 | |
| -0.0144 | -2.87 | |
| 0.0225 | 2.50 |
Estimation Period:
Oct 19, 1998 to Jan 29, 2026
Oct 19, 1998 to Jan 29, 2026
News Impact Curve
Volatility Forecasts
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