Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility Prediction for Saturday, December 20th, 2025:14.06% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 27.38 | |
| 0.1078 | 21.52 | |
| 0.8060 | 239.37 | |
| 0.1529 | 15.85 |
Estimation Period:
Oct 19, 1998 to Dec 18, 2025
Oct 19, 1998 to Dec 18, 2025
News Impact Curve
Volatility Forecasts
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