Tadawul All Share TASI Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Saturday, May 23rd, 2026
1 Day
10.50%
decreased by 0.13%
1 Week
11.03%
increased by 0.40%
1 Month
12.75%
increased by 2.12%
Analysis last updated: Saturday, May 23, 2026 at 01:52 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0524 | 4.25 | |
| 0.1264 | 43.07 | |
| 0.9860 | 309.86 | |
| 4.3415 | 16.65 |
Estimation Period:
Oct 19, 1998 to May 21, 2026
Oct 19, 1998 to May 21, 2026
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