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	param	t-stat
$m$	76
$α$	0.2806	39.87
$β$	0.7495	90.07
$γ$	-0.2806	-28.85
$λ_{1}$	1.5171	0.67
$λ_{2}$	0.0169	0.66
$λ_{3}$	0.9113	6.88

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