CBOE Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0984	22.12
$β$	0.7915	200.44
$γ$	0.1770	24.78
$λ_{1}$	0.0063	4.59
$λ_{2}$	0.0069	4.75
$λ_{3}$	0.9909	486.94

V-Lab

Tadawul All Share TASI Index MF2-GARCH Volatility Analysis

Volatility Prediction for Saturday, December 20th, 2025:14.20% (-1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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