CBOE Volatility Index

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	param	t-stat
$ω$	1.7448	12.26
$α$	0.1094	5.99
$β$	0.7588	16.92
$γ_{1}$	0.3141	7.07
$γ_{2}$	-0.4500	-6.15
$γ_{3}$	0.2284	3.97
$γ_{4}$	-0.1389	-3.46

V-Lab

Pakistan Intl Bulk Terminal Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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