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	param	t-stat
$m$	21
$α$	0.3413	39.02
$β$	0.4756	43.59
$γ$	-0.1598	-13.83
$λ_{1}$	0.0168	3.53
$λ_{2}$	0.0306	7.16
$λ_{3}$	0.9669	206.25

V-Lab

CBOE Skew Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Skew Index Analyses