CBOE Volatility Index

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	param	t-stat
$m$	41
$α$	0.1786	22.84
$β$	0.7876	126.10
$γ$	-0.0223	-2.47
$λ_{1}$	0.0017	2.14
$λ_{2}$	0.0083	11.13
$λ_{3}$	0.9914	1,127.85

V-Lab

Arco Vara As MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Arco Vara As Analyses