CBOE Volatility Index

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	param	t-stat
$m$	126
$α$	1.0000	9,999,900.00
$β$	0.1905	1,905,070.00
$γ$	-0.3810	-3,809,940.00
$λ_{1}$	1.7552	17,552,020.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.0000	100.00

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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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