CBOE Volatility Index

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	param	t-stat
$m$	21
$α$	0.2093	34.58
$β$	0.6081	58.80
$γ$	0.0881	7.15
$λ_{1}$	0.0071	6.12
$λ_{2}$	0.0240	7.96
$λ_{3}$	0.9687	247.25

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SOFIX Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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