Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility prediction for Saturday, April 11th, 2026
1 Day
16.88%
decreased by 1.56%
1 Week
17.35%
decreased by 1.09%
1 Month
19.02%
increased by 0.58%
Analysis last updated: Friday, April 10, 2026 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 27.61 | |
| 0.1076 | 21.56 | |
| 0.8047 | 238.44 | |
| 0.1544 | 15.97 |
Estimation Period:
Oct 19, 1998 to Apr 9, 2026
Oct 19, 1998 to Apr 9, 2026
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