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
Other Tadawul All Share TASI Index Analyses
Other GJR-GARCH Analyses on Equity Indices