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	param	t-stat
$ω$	2.7882	17.82
$α$	0.1390	20.27
$β$	0.7617	99.90
$γ$	-1.6723	-8.06

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CBOE Crude Oil Volatility Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses