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	param	t-stat
$m$	66
$α$	0.2105	24.30
$β$	0.7226	44.93
$γ$	-0.2105	-24.35
$λ_{1}$	0.7083	0.39
$λ_{2}$	0.0112	0.51
$λ_{3}$	0.9734	16.21

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