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	param	t-stat
$m$	96
$α$	0.1945	20.96
$β$	0.7108	48.03
$γ$	-0.1346	-5.86
$λ_{1}$	5.3075	0.35
$λ_{2}$	0.2462	0.34
$λ_{3}$	0.5756	0.46

V-Lab

CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses