Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Saturday, July 4th, 2026
1 Day
10.80%
decreased by 0.62%
1 Week
11.30%
decreased by 0.12%
1 Month
12.97%
increased by 1.55%
Analysis last updated: Friday, July 3, 2026 at 06:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0533 | 4.24 | |
| 0.1271 | 43.17 | |
| 0.9860 | 309.08 | |
| 4.3381 | 16.77 |
Estimation Period:
Oct 19, 1998 to Jul 2, 2026
Oct 19, 1998 to Jul 2, 2026
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