V-Lab
Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, September 23rd, 2023:11.56% (+1.56%)
Analysis last updated: Friday, September 22, 2023 at 04:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7291 | 2.85 | |
| 0.1653 | 10.72 | |
| 0.8223 | 60.52 | |
| -0.0176 | -2.90 | |
| 0.0242 | 2.38 |
Estimation Period:
Oct 19, 1998 to Sep 21, 2023
Oct 19, 1998 to Sep 21, 2023
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