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	param	t-stat
$m$	21
$α$	0.1929	45.11
$β$	0.7702	111.13
$γ$	-0.1884	-38.25
$λ_{1}$	0.0390	1.84
$λ_{2}$	0.0057	3.54
$λ_{3}$	0.9929	469.69

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SMI Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMI Volatility Index Analyses