CBOE Volatility Index

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	param	t-stat
$ω$	0.0212	7.85
$α$	0.1676	20.28
$β$	0.8324	98.26
$γ$	0.1620	11.10
$δ$	1.2489	14.20

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Tadawul All Share TASI Index Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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