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	param	t-stat
$ω$	30.7041	6.64
$α$	0.0907	23.82
$β$	0.9632	186.69
$ν$	4.2915	7.93

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