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	param	t-stat
$m$	76
$α$	0.3072	38.81
$β$	0.7420	91.38
$γ$	-0.3072	-26.44
$λ_{1}$	0.5704	1.14
$λ_{2}$	0.0240	1.18
$λ_{3}$	0.9213	13.61

V-Lab

CBOE S&P 500 6-Month Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 6-Month Volatility Index Analyses