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	param	t-stat
$m$	96
$α$	0.1945	21.04
$β$	0.7114	48.15
$γ$	-0.1332	-5.74
$λ_{1}$	5.2891	0.35
$λ_{2}$	0.2411	0.34
$λ_{3}$	0.5806	0.47

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