Tadawul All Share TASI Index Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, April 14th, 2026
1 Day
13.26%
increased by 0.03%
1 Week
13.26%
increased by 0.03%
1 Month
13.28%
increased by 0.05%
Analysis last updated: Tuesday, April 14, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 4.00 | |
| 0.1146 | 9.05 | |
| 0.8777 | 168.40 | |
| 0.0155 | 0.63 |
Estimation Period:
Mar 29, 2000 to Apr 9, 2026
Mar 29, 2000 to Apr 9, 2026
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