CBOE Volatility Index

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	param	t-stat
$ω$	0.0592	22.78
$α$	0.1115	23.80
$β$	0.8264	213.04
$γ$	0.0780	9.89

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Karachi Stock Exchange KSE100 Index GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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