Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.62% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 27.40 | |
| 0.1078 | 21.62 | |
| 0.8062 | 240.16 | |
| 0.1521 | 15.81 |
Estimation Period:
Oct 19, 1998 to Feb 12, 2026
Oct 19, 1998 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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