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V-Lab
Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.21% (+0.91%)
Analysis last updated: Monday, October 13, 2025 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tadawul All Share TASI Index MF2-GARCH
paramt-stat
m126
α0.098121.87
β0.7915200.48
γ0.179324.58
λ10.00674.59
λ20.00704.68
λ30.9908477.28
Estimation Period:
Oct 19, 1998 to Oct 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts