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	param	t-stat
$m$	126
$α$	0.4500	18.74
$β$	0.4187	18.75
$γ$	-0.4298	-17.23
$λ_{1}$	10.0000	0.05
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8372	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