CBOE Volatility Index

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	param	t-stat
$m$	126
$α$	0.0986	22.42
$β$	0.7906	199.94
$γ$	0.1769	25.24
$λ_{1}$	0.0060	4.63
$λ_{2}$	0.0069	4.82
$λ_{3}$	0.9909	493.23

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Tadawul All Share TASI Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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