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	param	t-stat
$m$	41
$α$	0.1891	34.81
$β$	0.7711	73.64
$γ$	-0.1682	-13.20
$λ_{1}$	0.1283	1.44
$λ_{2}$	0.0040	1.76
$λ_{3}$	0.9954	377.34

V-Lab

CBOE S&P 500 Spot Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Spot Volatility Index Analyses