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	param	t-stat
$m$	81
$α$	0.0465	7.92
$β$	0.8541	178.88
$γ$	0.1401	24.05
$λ_{1}$	0.0899	1.35
$λ_{2}$	0.3440	1.30
$λ_{3}$	0.5620	1.68

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CBOE VIX Tail Hedge Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE VIX Tail Hedge Index Analyses