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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2419	18.63***
α ARCH Response to squared shocks	0.1449	23.40***
β GARCH Volatility persistence	0.8231	153.62***
γ leverage Additional response to negative shocks	-0.0054	-0.53

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CBOE Crude Oil Volatility Index Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses