Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:20.23% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 27.44 | |
| 0.1076 | 21.57 | |
| 0.8058 | 239.47 | |
| 0.1537 | 15.94 |
Estimation Period:
Oct 19, 1998 to Jan 29, 2026
Oct 19, 1998 to Jan 29, 2026
News Impact Curve
Volatility Forecasts
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