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	param	t-stat
$m$	21
$α$	0.1939	45.18
$β$	0.7705	112.42
$γ$	-0.1900	-38.98
$λ_{1}$	0.0388	1.85
$λ_{2}$	0.0056	3.55
$λ_{3}$	0.9930	474.66

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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