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	param	t-stat
$m$	21
$α$	0.1755	19.30
$β$	0.6915	40.46
$γ$	-0.1755	-9.80
$λ_{1}$	0.9375	0.44
$λ_{2}$	0.0057	0.72
$λ_{3}$	0.9881	48.05

V-Lab

CBOE S&P 500 9-Day Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 9-Day Volatility Index Analyses