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	param	t-stat
$m$	76
$α$	0.0167	1.93
$β$	0.3214	3.44
$γ$	0.5000	15.39
$λ_{1}$	8.0381	0.23
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

CBOE Realized Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Realized Volatility Index Analyses