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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$m$	31
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0053	3.00
$λ_{2}$	1.0000	55.53
$λ_{3}$	0.0000	0.00

V-Lab

Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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