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	param	t-stat
$m$	76
$α$	0.3073	39.55
$β$	0.7456	96.13
$γ$	-0.3073	-27.87
$λ_{1}$	0.3796	1.31
$λ_{2}$	0.0154	1.44
$λ_{3}$	0.9481	25.03

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