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Hi YasserGaber ,

If there are no consecutive null values, try this calculated column.

Column = 
VAR _value = 'Table'[Value]
VAR _avg =
    AVERAGEX (
        FILTER (
            'Table',
            'Table'[Index]
                >= EARLIER ( 'Table'[Index] ) - 1
                && 'Table'[Index]
                    <= EARLIER ( 'Table'[Index] ) + 1
        ),
        'Table'[Value]
    )
VAR _result =
    IF ( 'Table'[Value] <> BLANK (), 'Table'[Value], _avg )
RETURN
    _result

Attached PBIX file for reference.

Best Regards,
Gao
Community Support Team

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