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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	31.2022	6.42***
α ARCH Response to squared shocks	0.0897	23.75***
β GARCH Volatility persistence	0.9640	184.75***
ν DF Student-t tail thickness	4.2467	7.99***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses