S&P / ASX 200 Volatility Index

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	param	t-stat
$m$	91
$α$	0.0803	17.43
$β$	0.8643	76.34
$γ$	-0.0011	-0.16
$λ_{1}$	0.8311	0.94
$λ_{2}$	0.0178	1.10
$λ_{3}$	0.9733	36.50

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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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