Tadawul All Share TASI Index AGARCH Volatility Analysis
Volatility prediction for Saturday, June 6th, 2026
1 Day
9.61%
decreased by 0.01%
1 Week
10.73%
increased by 1.11%
1 Month
14.14%
increased by 4.52%
Analysis last updated: Friday, June 5, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 21.08 | |
| 0.1902 | 44.45 | |
| 0.7990 | 225.84 | |
| 0.2725 | 18.45 |
Estimation Period:
Oct 19, 1998 to Jun 4, 2026
Oct 19, 1998 to Jun 4, 2026
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