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	param	t-stat
$m$	21
$α$	0.2090	44.80
$β$	0.7497	105.25
$γ$	-0.2090	-30.34
$λ_{1}$	0.0466	1.53
$λ_{2}$	0.0044	3.53
$λ_{3}$	0.9945	562.49

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CBOE Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses