CBOE Volatility Index

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	param	t-stat
$m$	71
$α$	0.1816	30.20
$β$	0.7696	84.85
$γ$	-0.1816	-21.17
$λ_{1}$	0.7160	1.03
$λ_{2}$	0.0178	1.20
$λ_{3}$	0.9584	25.97

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