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Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, November 15th, 2025:13.49% (+0.40%)
Analysis last updated: Friday, November 14, 2025 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tadawul All Share TASI Index MF2-GARCH
paramt-stat
m126
α0.098421.93
β0.7911199.97
γ0.179024.67
λ10.00654.60
λ20.00694.72
λ30.9909483.83
Estimation Period:
Oct 19, 1998 to Nov 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts