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	param	t-stat
$m$	46
$α$	0.1760	19.81
$β$	0.4524	21.39
$γ$	-0.0063	-0.43
$λ_{1}$	7.2280	1.66
$λ_{2}$	0.7871	8.71
$λ_{3}$	0.0000	0.00

V-Lab

CBOE EuroCurrency ETF Volatility Index MF2-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EuroCurrency ETF Volatility Index Analyses