CBOE Volatility Index

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	param	t-stat
$m$	56
$α$	0.1722	40.25
$β$	0.8045	109.97
$γ$	-0.1722	-27.21
$λ_{1}$	0.0527	2.06
$λ_{2}$	0.0106	4.26
$λ_{3}$	0.9880	341.99

V-Lab

CBOE NASDAQ-100 Volatility Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE NASDAQ-100 Volatility Index Analyses