CBOE Volatility Index

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	param	t-stat
$m$	126
$α$	0.0978	22.28
$β$	0.7911	199.98
$γ$	0.1765	25.28
$λ_{1}$	0.0060	4.59
$λ_{2}$	0.0070	4.77
$λ_{3}$	0.9908	484.03

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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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