Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:11.47% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7506 | 3.31 | |
| 0.1704 | 11.03 | |
| 0.8149 | 60.06 | |
| -0.0150 | -2.90 | |
| 0.0235 | 2.51 |
Estimation Period:
Oct 19, 1998 to Oct 16, 2025
Oct 19, 1998 to Oct 16, 2025
News Impact Curve
Volatility Forecasts
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