Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility prediction for Saturday, June 13th, 2026
1 Day
12.18%
decreased by 0.78%
1 Week
12.92%
decreased by 0.04%
1 Month
15.40%
increased by 2.44%
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 | |
|---|---|---|
| 0.0438 | 27.53 | |
| 0.1080 | 21.70 | |
| 0.8052 | 239.43 | |
| 0.1528 | 15.87 |
Estimation Period:
Oct 19, 1998 to Jun 11, 2026
Oct 19, 1998 to Jun 11, 2026
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