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	param	t-stat
$m$	66
$α$	0.2096	24.06
$β$	0.7206	42.05
$γ$	-0.2096	-24.00
$λ_{1}$	0.8329	0.35
$λ_{2}$	0.0117	0.44
$λ_{3}$	0.9703	12.58

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