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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.9571	4.56
$α$	0.0985	6.95
$β$	0.8929	64.97
$γ_{1}$	-0.0018	-1.69

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Invesco DB Oil Fund Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco DB Oil Fund Analyses