Tadawul All Share TASI Index APARCH Volatility Analysis
Volatility prediction for Saturday, April 11th, 2026
1 Day
15.19%
decreased by 1.68%
1 Week
15.75%
decreased by 1.12%
1 Month
17.60%
increased by 0.73%
Analysis last updated: Friday, April 10, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 27.82 | |
| 0.1769 | 43.72 | |
| 0.8231 | 222.33 | |
| 0.2857 | 20.63 | |
| 1.3285 | 36.38 |
Estimation Period:
Oct 19, 1998 to Apr 9, 2026
Oct 19, 1998 to Apr 9, 2026
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