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	param	t-stat
$m$	96
$α$	0.1959	20.97
$β$	0.7071	47.05
$γ$	-0.1363	-5.99
$λ_{1}$	5.3019	0.35
$λ_{2}$	0.2483	0.34
$λ_{3}$	0.5737	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