CBOE Volatility Index

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	param	t-stat
$m$	46
$α$	0.0762	16.44
$β$	0.8213	86.04
$γ$	0.0506	6.70
$λ_{1}$	0.0296	2.62
$λ_{2}$	0.0144	4.29
$λ_{3}$	0.9821	224.43

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Pakistan Intl Bulk Terminal MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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