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	param	t-stat
$m$	76
$α$	0.3083	39.40
$β$	0.7451	95.66
$γ$	-0.3083	-27.85
$λ_{1}$	0.3948	1.31
$λ_{2}$	0.0161	1.42
$λ_{3}$	0.9460	23.86

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