S&P / ASX 200 Volatility Index

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	param	t-stat
$m$	91
$α$	0.0802	17.55
$β$	0.8667	78.78
$γ$	-0.0017	-0.25
$λ_{1}$	0.8120	0.94
$λ_{2}$	0.0165	1.10
$λ_{3}$	0.9747	38.65

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Alice Queen Limited MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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