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	param	t-stat
$ω$	30.8069	6.59
$α$	0.0908	23.77
$β$	0.9633	186.29
$ν$	4.2812	7.96

V-Lab

CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses