Tadawul All Share TASI Index 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, April 18th, 2026
1 Day
12.32%
decreased by 0.51%
1 Week
12.32%
decreased by 0.51%
1 Month
12.33%
decreased by 0.50%
Analysis last updated: Friday, April 17, 2026 at 05:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 3.97 | |
| 0.1226 | 18.30 | |
| 0.8774 | 162.75 |
Estimation Period:
Mar 29, 2000 to Apr 16, 2026
Mar 29, 2000 to Apr 16, 2026
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