Tadawul All Share TASI Index GJR-GARCH Volatility Analysis
Volatility prediction for Saturday, April 18th, 2026
1 Day
13.42%
decreased by 0.80%
1 Week
14.08%
decreased by 0.14%
1 Month
16.32%
increased by 2.10%
Analysis last updated: Friday, April 17, 2026 at 05:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 27.55 | |
| 0.1070 | 21.54 | |
| 0.8058 | 239.74 | |
| 0.1536 | 15.97 |
Estimation Period:
Oct 19, 1998 to Apr 16, 2026
Oct 19, 1998 to Apr 16, 2026
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