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	param	t-stat
$m$	71
$α$	0.1819	30.01
$β$	0.7691	83.34
$γ$	-0.1819	-20.64
$λ_{1}$	0.7653	1.02
$λ_{2}$	0.0190	1.18
$λ_{3}$	0.9556	23.94

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CBOE Russell 2000 Volatility Index MF2-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Russell 2000 Volatility Index Analyses