CBOE Volatility Index

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	param	t-stat
$m$	31
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.2018	25.53
$λ_{2}$	0.3799	18.57
$λ_{3}$	0.0000	0.00

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Bahrain Bourse All Share Index MF2-GARCH Volatility Analysis

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