Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility prediction for Saturday, May 23rd, 2026
1 Day
10.44%
decreased by 0.36%
1 Week
11.34%
increased by 0.54%
1 Month
14.19%
increased by 3.39%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 27.47 | |
| 0.1072 | 21.58 | |
| 0.8059 | 239.85 | |
| 0.1522 | 15.86 |
Estimation Period:
Oct 19, 1998 to May 21, 2026
Oct 19, 1998 to May 21, 2026
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