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Tadawul All Share TASI Index MF2-GARCH Volatility Analysis
Volatility Prediction for Saturday, October 18th, 2025:11.26% (-0.70%)
Analysis last updated: Friday, October 17, 2025 at 07:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tadawul All Share TASI Index MF2-GARCH
paramt-stat
m126
α0.098021.85
β0.7914200.36
γ0.179524.60
λ10.00664.59
λ20.00704.69
λ30.9908478.20
Estimation Period:
Oct 19, 1998 to Oct 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts