CBOE Volatility Index

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	param	t-stat
$m$	61
$α$	0.1412	34.62
$β$	0.7911	196.30
$γ$	0.0808	13.00
$λ_{1}$	0.0418	7.54
$λ_{2}$	0.5347	11.12
$λ_{3}$	0.4327	7.94

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Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH Volatility Analysis

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