CBOE Volatility Index

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	param	t-stat
$m$	71
$α$	0.1819	30.19
$β$	0.7701	85.18
$γ$	-0.1819	-21.29
$λ_{1}$	0.7054	1.03
$λ_{2}$	0.0176	1.21
$λ_{3}$	0.9589	26.51

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