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	param	t-stat
$m$	21
$α$	0.2077	44.29
$β$	0.7478	102.87
$γ$	-0.2077	-29.69
$λ_{1}$	0.0448	1.47
$λ_{2}$	0.0045	3.54
$λ_{3}$	0.9944	557.41

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses