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	param	t-stat
$m$	66
$α$	0.2109	24.04
$β$	0.7182	41.40
$γ$	-0.2108	-23.97
$λ_{1}$	0.8610	0.34
$λ_{2}$	0.0119	0.42
$λ_{3}$	0.9696	11.96

V-Lab

CBOE Apple Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Apple Volatility Index Analyses