V-Lab
V-Lab
Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:10.55% (-0.90%)
Analysis last updated: Tuesday, September 16, 2025 at 08:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tadawul All Share TASI Index MF2-GARCH
paramt-stat
m21
α0.05079.05
β0.679458.26
γ0.249022.40
λ10.06323.69
λ20.16444.34
λ30.797417.23
Estimation Period:
Oct 19, 1998 to Sep 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts