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	param	t-stat
$m$	21
$α$	0.1941	45.16
$β$	0.7701	112.09
$γ$	-0.1899	-38.86
$λ_{1}$	0.0389	1.85
$λ_{2}$	0.0057	3.55
$λ_{3}$	0.9930	473.74

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SMI Volatility Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMI Volatility Index Analyses