CBOE Volatility Index

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	param	t-stat
$m$	21
$α$	0.1811	25.64
$β$	0.6592	48.45
$γ$	-0.0441	-4.80
$λ_{1}$	0.0015	0.54
$λ_{2}$	0.0166	4.91
$λ_{3}$	0.9832	270.18

V-Lab

Vinalink Intl Freight Forwar MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vinalink Intl Freight Forwar Analyses