CBOE Volatility Index

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	param	t-stat
$ω$	0.8670	3.35
$α$	0.1714	11.41
$β$	0.8148	62.14
$γ_{1}$	-0.0100	-2.70
$γ_{2}$	0.0127	2.68

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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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