CBOE Volatility Index

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	param	t-stat
$ω$	1.7406	12.27
$α$	0.1093	6.00
$β$	0.7588	16.98
$γ_{1}$	0.3107	7.08
$γ_{2}$	-0.4450	-6.15
$γ_{3}$	0.2252	3.95
$γ_{4}$	-0.1364	-3.42

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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