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	param	t-stat
$m$	21
$α$	0.2091	44.80
$β$	0.7495	105.11
$γ$	-0.2091	-30.32
$λ_{1}$	0.0467	1.53
$λ_{2}$	0.0044	3.53
$λ_{3}$	0.9945	561.22

V-Lab

CBOE Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Volatility Index Analyses