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	param	t-stat
$m$	76
$α$	0.2463	36.31
$β$	0.7335	53.61
$γ$	-0.2463	-28.49
$λ_{1}$	0.2950	0.82
$λ_{2}$	0.0039	1.23
$λ_{3}$	0.9912	111.84

V-Lab

CBOE VIX Indicative Bid Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Indicative Bid Index Analyses