CBOE / NYMEX WTI Volatility Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.5860 | 5.99 | |
| 0.0806 | 21.17 | |
| 0.9622 | 159.43 | |
| 4.7315 | 4.78 |
Estimation Period:
Sep 10, 2010 to May 15, 2020
Sep 10, 2010 to May 15, 2020
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