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	param	t-stat
$m$	51
$α$	0.2937	35.85
$β$	0.6673	57.01
$γ$	-0.2937	-29.69
$λ_{1}$	0.3954	0.66
$λ_{2}$	0.0041	1.11
$λ_{3}$	0.9889	71.09

V-Lab

CBOE VIX Indicative Ask Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Ask Index Analyses