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	param	t-stat
$ω$	2.7718	17.95
$α$	0.1394	20.28
$β$	0.7630	100.84
$γ$	-1.6130	-7.78

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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