Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.94% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8154 | 3.47 | |
| 0.1672 | 10.03 | |
| 0.8035 | 52.80 | |
| 0.0489 | 1.26 | |
| -0.1113 | -2.08 | |
| 0.0961 | 3.40 | |
| -0.0492 | -1.87 | |
| 0.0438 | 1.07 |
Estimation Period:
Oct 19, 1998 to Feb 5, 2026
Oct 19, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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