V-Lab
V-Lab
Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, May 10th, 2025:15.56% (-1.50%)
Analysis last updated: Thursday, May 8, 2025 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tadawul All Share TASI Index MF2-GARCH
paramt-stat
m21
α0.05279.34
β0.679858.87
γ0.250722.36
λ10.06113.84
λ20.15474.47
λ30.809119.14
Estimation Period:
Oct 19, 1998 to May 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts