Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Saturday, December 6th, 2025:12.74% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 27.38 | |
| 0.1078 | 21.51 | |
| 0.8058 | 238.96 | |
| 0.1535 | 15.90 |
Estimation Period:
Oct 19, 1998 to Dec 4, 2025
Oct 19, 1998 to Dec 4, 2025
News Impact Curve
Volatility Forecasts
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