Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:22.86% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 27.40 | |
| 0.1075 | 21.60 | |
| 0.8066 | 240.84 | |
| 0.1516 | 15.80 |
Estimation Period:
Oct 19, 1998 to Mar 5, 2026
Oct 19, 1998 to Mar 5, 2026
News Impact Curve
Volatility Forecasts
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