CBOE Volatility Index

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	param	t-stat
$m$	21
$α$	0.0981	26.62
$β$	0.7831	122.78
$γ$	0.1197	22.59
$λ_{1}$	0.0022	6.17
$λ_{2}$	0.0090	8.25
$λ_{3}$	0.9901	778.99

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Karachi Stock Exchange KSE100 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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