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	param	t-stat
$m$	56
$α$	0.2117	31.00
$β$	0.6854	45.92
$γ$	-0.1729	-22.16
$λ_{1}$	1.3423	1.19
$λ_{2}$	0.0631	1.47
$λ_{3}$	0.8974	11.97

V-Lab

CBOE Goldman Sachs Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Goldman Sachs Volatility Index Analyses