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	param	t-stat
$m$	101
$α$	0.2549	34.22
$β$	0.5902	42.98
$γ$	-0.1031	-6.27
$λ_{1}$	4.9075	2.11
$λ_{2}$	0.1955	4.87
$λ_{3}$	0.7828	15.65

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