Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Saturday, June 13th, 2026
1 Day
12.01%
decreased by 0.90%
1 Week
12.43%
decreased by 0.48%
1 Month
13.88%
increased by 0.97%
Analysis last updated: Friday, June 12, 2026 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0638 | 4.23 | |
| 0.1276 | 43.05 | |
| 0.9859 | 307.04 | |
| 4.3344 | 16.78 |
Estimation Period:
Oct 19, 1998 to Jun 11, 2026
Oct 19, 1998 to Jun 11, 2026
Other Tadawul All Share TASI Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices