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	param	t-stat
$m$	126
$α$	0.4641	19.92
$β$	0.3898	18.24
$γ$	-0.4414	-17.99
$λ_{1}$	10.0000	0.04
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8368	0.22

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CBOE IBM Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE IBM Volatility Index Analyses