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	param	t-stat
$m$	56
$α$	0.2101	30.94
$β$	0.6880	46.13
$γ$	-0.1734	-22.38
$λ_{1}$	1.3635	1.17
$λ_{2}$	0.0637	1.44
$λ_{3}$	0.8961	11.57

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