Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:19.18% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 27.39 | |
| 0.1077 | 21.52 | |
| 0.8061 | 239.63 | |
| 0.1526 | 15.84 |
Estimation Period:
Oct 19, 1998 to Jan 8, 2026
Oct 19, 1998 to Jan 8, 2026
News Impact Curve
Volatility Forecasts
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