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	param	t-stat
$m$	36
$α$	0.3556	42.79
$β$	0.6934	96.10
$γ$	-0.2958	-18.27
$λ_{1}$	6.5108	0.51
$λ_{2}$	0.0536	0.60
$λ_{3}$	0.0000	0.00

V-Lab

CBOE S&P 500 One-Year Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 One-Year Volatility Index Analyses