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	param	t-stat
$m$	56
$α$	0.2095	30.87
$β$	0.6925	47.77
$γ$	-0.1736	-22.51
$λ_{1}$	1.2909	1.20
$λ_{2}$	0.0610	1.49
$λ_{3}$	0.9007	12.61

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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