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	param	t-stat
$m$	76
$α$	0.2815	39.82
$β$	0.7501	90.52
$γ$	-0.2815	-28.94
$λ_{1}$	1.5733	0.66
$λ_{2}$	0.0175	0.65
$λ_{3}$	0.9083	6.54

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