CBOE Volatility Index

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	param	t-stat
$m$	26
$α$	0.6875	27.53
$β$	0.1752	12.63
$γ$	-0.4197	-6.54
$λ_{1}$	0.0168	1.37
$λ_{2}$	0.0071	2.25
$λ_{3}$	0.9907	343.29

V-Lab

Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

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