CBOE Volatility Index

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	param	t-stat
$m$	71
$α$	0.1826	30.09
$β$	0.7681	83.00
$γ$	-0.1826	-20.91
$λ_{1}$	0.8082	1.01
$λ_{2}$	0.0197	1.15
$λ_{3}$	0.9535	22.38

V-Lab

CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Russell 2000 Volatility Index Analyses