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	param	t-stat
$m$	66
$α$	0.2097	24.01
$β$	0.7208	41.19
$γ$	-0.2097	-23.89
$λ_{1}$	0.8949	0.33
$λ_{2}$	0.0121	0.41
$λ_{3}$	0.9687	11.24

V-Lab

CBOE Apple Volatility Index MF2-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Apple Volatility Index Analyses