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	param	t-stat
$m$	76
$α$	0.2812	40.04
$β$	0.7475	87.96
$γ$	-0.2812	-27.56
$λ_{1}$	1.8120	0.63
$λ_{2}$	0.0219	0.61
$λ_{3}$	0.8928	5.22

V-Lab

CBOE 3-Month Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE 3-Month Volatility Index Analyses