Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility prediction for Saturday, July 4th, 2026
1 Day
11.39%
decreased by 0.49%
1 Week
12.19%
increased by 0.31%
1 Month
14.82%
increased by 2.94%
Analysis last updated: Friday, July 3, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 27.50 | |
| 0.1078 | 21.73 | |
| 0.8058 | 240.60 | |
| 0.1521 | 15.88 |
Estimation Period:
Oct 19, 1998 to Jul 2, 2026
Oct 19, 1998 to Jul 2, 2026
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