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	param	t-stat
$m$	76
$α$	0.2819	39.86
$β$	0.7486	89.45
$γ$	-0.2819	-28.71
$λ_{1}$	1.6815	0.64
$λ_{2}$	0.0194	0.63
$λ_{3}$	0.9015	5.91

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