Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:10.50% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 27.41 | |
| 0.1074 | 21.46 | |
| 0.8059 | 239.06 | |
| 0.1552 | 16.05 |
Estimation Period:
Oct 19, 1998 to Oct 16, 2025
Oct 19, 1998 to Oct 16, 2025
News Impact Curve
Volatility Forecasts
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