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	param	t-stat
$m$	66
$α$	0.3407	19.87
$β$	0.1153	6.91
$γ$	0.0056	0.18
$λ_{1}$	0.9869	0.38
$λ_{2}$	0.0205	0.55
$λ_{3}$	0.9641	13.67

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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