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	param	t-stat
$m$	21
$α$	0.2090	44.78
$β$	0.7492	104.85
$γ$	-0.2090	-30.24
$λ_{1}$	0.0468	1.53
$λ_{2}$	0.0045	3.53
$λ_{3}$	0.9944	557.73

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses