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	param	t-stat
$m$	96
$α$	0.1961	20.98
$β$	0.7057	46.76
$γ$	-0.1358	-6.02
$λ_{1}$	5.3295	0.35
$λ_{2}$	0.2505	0.34
$λ_{3}$	0.5707	0.45

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