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	param	t-stat
$m$	21
$α$	0.2092	44.79
$β$	0.7489	104.65
$γ$	-0.2092	-30.24
$λ_{1}$	0.0469	1.53
$λ_{2}$	0.0045	3.53
$λ_{3}$	0.9944	555.54

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses