CBOE Volatility Index

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	param	t-stat
$m$	46
$α$	0.0764	16.44
$β$	0.8205	85.68
$γ$	0.0508	6.70
$λ_{1}$	0.0286	2.59
$λ_{2}$	0.0147	4.35
$λ_{3}$	0.9820	225.90

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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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