V-Lab
V-Lab
Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 23rd, 2025:24.72% (-2.48%)
Analysis last updated: Thursday, April 24, 2025 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tadawul All Share TASI Index MF2-GARCH
paramt-stat
m21
α0.05249.40
β0.693262.28
γ0.242922.14
λ10.05904.02
λ20.14794.59
λ30.817520.86
Estimation Period:
Oct 19, 1998 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts