Tadawul All Share TASI Index Spline-GARCH Volatility Analysis
Volatility Prediction for Saturday, February 14th, 2026:13.45% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7584 | 3.40 | |
| 0.1708 | 11.11 | |
| 0.8139 | 60.05 | |
| -0.0142 | -2.85 | |
| 0.0223 | 2.48 |
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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