CBOE Volatility Index

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	param	t-stat
$ω$	0.7543	3.48
$α$	0.1705	11.11
$β$	0.8138	60.02
$γ_{1}$	-0.0140	-2.86
$γ_{2}$	0.0221	2.51

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Tadawul All Share TASI Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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