CBOE Volatility Index

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	param	t-stat
$m$	126
$α$	0.0985	22.45
$β$	0.7912	201.28
$γ$	0.1761	25.23
$λ_{1}$	0.0059	4.65
$λ_{2}$	0.0069	4.86
$λ_{3}$	0.9910	499.73

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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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