Tadawul All Share TASI Index EGARCH Volatility Analysis
Volatility prediction for Saturday, April 11th, 2026
1 Day
14.78%
decreased by 1.67%
1 Week
15.31%
decreased by 1.14%
1 Month
17.09%
increased by 0.64%
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 | |
|---|---|---|
| 0.0299 | 18.45 | |
| 0.3106 | 54.88 | |
| 0.9577 | 589.73 | |
| -0.0873 | -19.27 |
Estimation Period:
Oct 19, 1998 to Apr 9, 2026
Oct 19, 1998 to Apr 9, 2026
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