CBOE Volatility Index

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	param	t-stat
$m$	21
$α$	0.0978	26.62
$β$	0.7835	123.19
$γ$	0.1194	22.60
$λ_{1}$	0.0022	6.19
$λ_{2}$	0.0089	8.34
$λ_{3}$	0.9902	794.70

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Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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