CBOE Volatility Index

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	param	t-stat
$ω$	0.8641	3.35
$α$	0.1711	11.36
$β$	0.8151	62.10
$γ_{1}$	-0.0100	-2.64
$γ_{2}$	0.0126	2.62

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Tadawul All Share TASI Index Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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