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	param	t-stat
$m$	21
$α$	0.1740	18.81
$β$	0.6922	39.59
$γ$	-0.1740	-9.44
$λ_{1}$	0.8993	0.44
$λ_{2}$	0.0058	0.73
$λ_{3}$	0.9884	49.53

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