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	param	t-stat
$m$	121
$α$	0.2365	16.39
$β$	0.7816	62.38
$γ$	-0.1395	-8.62
$λ_{1}$	1.6778	0.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

CBOE Interest Rate Swap Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Interest Rate Swap Volatility Index Analyses