CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

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	param	t-stat
$m$	56
$α$	0.1744	40.50
$β$	0.8062	113.01
$γ$	-0.1744	-28.02
$λ_{1}$	0.0542	2.19
$λ_{2}$	0.0103	4.41
$λ_{3}$	0.9882	358.83

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