CBOE Volatility Index

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	param	t-stat
$m$	26
$α$	0.6778	26.17
$β$	0.1717	12.32
$γ$	-0.4099	-6.13
$λ_{1}$	0.0179	1.35
$λ_{2}$	0.0076	2.28
$λ_{3}$	0.9903	321.94

V-Lab

Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

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