Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, February 14th, 2026:13.38% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0985 | 22.29 | |
| 0.7919 | 201.61 | |
| 0.1758 | 24.90 | |
| 0.0062 | 4.61 | |
| 0.0069 | 4.75 | |
| 0.9909 | 487.90 |
Estimation Period:
Oct 19, 1998 to Feb 12, 2026
Oct 19, 1998 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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