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	param	t-stat
$m$	76
$α$	0.1859	27.96
$β$	0.7553	77.85
$γ$	-0.1496	-16.85
$λ_{1}$	5.1647	0.71
$λ_{2}$	0.2178	0.85
$λ_{3}$	0.5028	0.77

V-Lab

CBOE S&P 500 Constituent Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE S&P 500 Constituent Volatility Index Analyses