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	param	t-stat
$m$	31
$α$	0.2053	44.21
$β$	0.7527	104.78
$γ$	-0.2053	-29.96
$λ_{1}$	0.0463	1.50
$λ_{2}$	0.0046	3.60
$λ_{3}$	0.9943	554.87

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses