Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
15.19%
increased by 1.44%
1 Week
15.46%
increased by 1.71%
1 Month
16.39%
increased by 2.64%
Analysis last updated: Tuesday, April 14, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0602 | 4.21 | |
| 0.1270 | 42.58 | |
| 0.9857 | 302.19 | |
| 4.3063 | 16.78 |
Estimation Period:
Oct 19, 1998 to Apr 9, 2026
Oct 19, 1998 to Apr 9, 2026
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