S&P / ASX 200 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	106
$α$	0.0020	0.24
$β$	0.9672	1.17
$γ$	-0.0020	-0.04
$λ_{1}$	3.2716	0.01
$λ_{2}$	0.4734	0.01
$λ_{3}$	0.5266	0.01

V-Lab

Botai Technology Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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