Tadawul All Share TASI Index APARCH Volatility Analysis
Volatility prediction for Saturday, March 28th, 2026
1 Day
9.80%
decreased by 0.66%
1 Week
10.75%
increased by 0.29%
1 Month
13.81%
increased by 3.35%
Analysis last updated: Friday, March 27, 2026 at 05:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 27.75 | |
| 0.1764 | 43.71 | |
| 0.8236 | 222.46 | |
| 0.2859 | 20.56 | |
| 1.3195 | 36.21 |
Estimation Period:
Oct 19, 1998 to Mar 26, 2026
Oct 19, 1998 to Mar 26, 2026
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