CBOE Volatility Index

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	param	t-stat
$m$	51
$α$	0.2443	15.53
$β$	0.4758	12.92
$γ$	-0.1533	-7.70
$λ_{1}$	0.7377	0.53
$λ_{2}$	0.2586	0.56
$λ_{3}$	0.6284	0.93

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Cic Holdings Plc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cic Holdings Plc Analyses