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 Saturday, May 9th, 2026
1 Day
11.68%
decreased by 0.28%
1 Week
11.68%
decreased by 0.28%
1 Month
11.69%
decreased by 0.27%
Analysis last updated: Friday, May 8, 2026 at 05:04 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 | |
| 0.8776 | 168.48 | |
| 0.0155 | 0.63 |
Estimation Period:
Mar 29, 2000 to May 7, 2026
Mar 29, 2000 to May 7, 2026
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