Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
9.26%
decreased by 0.82%
1 Week
9.89%
decreased by 0.19%
1 Month
11.91%
increased by 1.83%
Analysis last updated: Monday, April 6, 2026 at 05:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0694 | 4.21 | |
| 0.1274 | 42.87 | |
| 0.9859 | 306.09 | |
| 4.3226 | 16.80 |
Estimation Period:
Oct 19, 1998 to Apr 2, 2026
Oct 19, 1998 to Apr 2, 2026
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