Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Saturday, November 15th, 2025:13.44% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 27.43 | |
| 0.1078 | 21.50 | |
| 0.8055 | 238.73 | |
| 0.1548 | 16.01 |
Estimation Period:
Oct 19, 1998 to Nov 13, 2025
Oct 19, 1998 to Nov 13, 2025
News Impact Curve
Volatility Forecasts
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