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	param	t-stat
$m$	46
$α$	0.2535	2.55
$β$	0.0651	2.17
$γ$	-0.2535	-2.32
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.0260	0.26
$λ_{3}$	0.9582	5.22

V-Lab

CBOE 1-Day Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 1-Day Volatility Index Analyses