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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$m$	41
$α$	0.0591	13.36
$β$	0.8650	124.99
$γ$	0.0573	9.29
$λ_{1}$	0.0213	7.02
$λ_{2}$	0.0231	5.18
$λ_{3}$	0.9723	192.04

V-Lab

S&P GSCI Brent Crude Oil Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses