Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, December 6th, 2025:12.05% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7575 | 3.34 | |
| 0.1709 | 11.07 | |
| 0.8141 | 59.97 | |
| -0.0146 | -2.85 | |
| 0.0226 | 2.46 |
Estimation Period:
Oct 19, 1998 to Dec 4, 2025
Oct 19, 1998 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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