CBOE Volatility Index

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	param	t-stat
$m$	76
$α$	0.1145	3.37
$β$	0.5165	9.78
$γ$	-0.0664	-2.28
$λ_{1}$	2.4453	0.05
$λ_{2}$	0.4638	0.05
$λ_{3}$	0.0000	0.00

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Av-Gad Holdings Ltd MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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