Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, March 14th, 2026:19.19% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7573 | 3.41 | |
| 0.1708 | 11.15 | |
| 0.8140 | 60.18 | |
| -0.0143 | -2.89 | |
| 0.0227 | 2.54 |
Estimation Period:
Oct 19, 1998 to Mar 12, 2026
Oct 19, 1998 to Mar 12, 2026
News Impact Curve
Volatility Forecasts
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