Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Saturday, March 21st, 2026:11.76% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 27.48 | |
| 0.1077 | 21.59 | |
| 0.8054 | 239.22 | |
| 0.1530 | 15.88 |
Estimation Period:
Oct 19, 1998 to Mar 19, 2026
Oct 19, 1998 to Mar 19, 2026
News Impact Curve
Volatility Forecasts
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