CBOE Volatility Index

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	param	t-stat
$m$	56
$α$	0.1745	40.50
$β$	0.8053	112.11
$γ$	-0.1745	-27.88
$λ_{1}$	0.0545	2.15
$λ_{2}$	0.0106	4.37
$λ_{3}$	0.9879	347.49

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