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	param	t-stat
$m$	46
$α$	0.2697	3.00
$β$	0.0599	2.28
$γ$	-0.2697	-2.73
$λ_{1}$	10.0000	0.17
$λ_{2}$	0.0232	0.26
$λ_{3}$	0.9607	5.56

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