Tadawul All Share TASI Index GARCH Volatility Analysis
Volatility prediction for Saturday, April 11th, 2026
1 Day
17.90%
decreased by 1.55%
1 Week
18.23%
decreased by 1.22%
1 Month
19.42%
decreased by 0.03%
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 | |
|---|---|---|
| 0.0366 | 21.58 | |
| 0.1676 | 43.81 | |
| 0.8224 | 258.46 |
Estimation Period:
Oct 19, 1998 to Apr 9, 2026
Oct 19, 1998 to Apr 9, 2026
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