Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Saturday, May 2nd, 2026
1 Day
12.91%
decreased by 0.12%
1 Week
13.28%
increased by 0.25%
1 Month
14.56%
increased by 1.53%
Analysis last updated: Thursday, April 30, 2026 at 05:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0634 | 4.22 | |
| 0.1261 | 43.17 | |
| 0.9861 | 310.37 | |
| 4.3337 | 16.70 |
Estimation Period:
Oct 19, 1998 to Apr 29, 2026
Oct 19, 1998 to Apr 29, 2026
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