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	param	t-stat
$m$	101
$α$	0.2557	34.13
$β$	0.5903	43.10
$γ$	-0.1030	-6.26
$λ_{1}$	5.0043	2.11
$λ_{2}$	0.1984	4.86
$λ_{3}$	0.7798	15.36

V-Lab

CBOE S&P 500 Left Tail Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Left Tail Volatility Index Analyses