CBOE Volatility Index

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	param	t-stat
$m$	21
$α$	0.1342	29.63
$β$	0.7340	122.94
$γ$	0.1364	20.12
$λ_{1}$	0.0076	11.06
$λ_{2}$	0.0232	11.18
$λ_{3}$	0.9743	438.29

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Vietnam Hanoi Stock Exchange Equity Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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