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	param	t-stat
$m$	36
$α$	0.1690	18.17
$β$	0.6942	39.90
$γ$	-0.1690	-9.06
$λ_{1}$	0.8596	0.41
$λ_{2}$	0.0058	0.69
$λ_{3}$	0.9886	47.77

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