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	param	t-stat
$m$	21
$α$	0.2084	44.71
$β$	0.7490	104.02
$γ$	-0.2084	-29.64
$λ_{1}$	0.0470	1.52
$λ_{2}$	0.0045	3.52
$λ_{3}$	0.9944	551.52

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses