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	param	t-stat
$m$	126
$α$	0.4513	18.62
$β$	0.4144	18.39
$γ$	-0.4302	-17.05
$λ_{1}$	10.0000	0.05
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8373	0.23

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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