V-Lab: Tadawul All Share TASI Index Spline-GARCH Volatility Analysis

V-Lab

Tadawul All Share TASI Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:10.57% (-0.40%)

Analysis last updated: Monday, August 11, 2025 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7594	3.24
$α$	0.1694	11.02
$β$	0.8163	60.58
$γ_{1}$	-0.0148	-2.79
$γ_{2}$	0.0222	2.35

Estimation Period:
Oct 19, 1998 to Aug 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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