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	param	t-stat
$m$	66
$α$	0.3425	19.92
$β$	0.1127	6.84
$γ$	0.0109	0.35
$λ_{1}$	0.8506	0.39
$λ_{2}$	0.0208	0.60
$λ_{3}$	0.9659	15.79

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CBOE Google Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Google Volatility Index Analyses