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	param	t-stat
$m$	21
$α$	0.1749	19.07
$β$	0.6910	40.23
$γ$	-0.1749	-9.70
$λ_{1}$	0.9121	0.44
$λ_{2}$	0.0057	0.72
$λ_{3}$	0.9883	48.88

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