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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2154	12.39***
α ARCH Response to squared shocks	0.1956	17.13***
β GARCH Volatility persistence	0.9395	213.86***
γ leverage Additional response to negative shocks	0.0719	4.38***

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CBOE Crude Oil Volatility Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses