CBOE Volatility Index

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	param	t-stat
$m$	126
$α$	0.0976	22.17
$β$	0.7910	200.00
$γ$	0.1778	25.29
$λ_{1}$	0.0062	4.59
$λ_{2}$	0.0070	4.74
$λ_{3}$	0.9908	479.80

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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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