CBOE Volatility Index

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	param	t-stat
$m$	21
$α$	0.0980	26.59
$β$	0.7838	123.29
$γ$	0.1192	22.62
$λ_{1}$	0.0021	6.20
$λ_{2}$	0.0088	8.36
$λ_{3}$	0.9903	804.46

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Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis

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