CBOE Volatility Index

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	param	t-stat
$m$	26
$α$	0.1006	26.35
$β$	0.7810	124.03
$γ$	0.1188	22.75
$λ_{1}$	0.0021	6.39
$λ_{2}$	0.0087	8.71
$λ_{3}$	0.9904	847.18

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Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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