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	param	t-stat
$m$	66
$α$	0.3414	19.88
$β$	0.1115	6.76
$γ$	0.0075	0.24
$λ_{1}$	0.9633	0.38
$λ_{2}$	0.0207	0.56
$λ_{3}$	0.9643	13.98

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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