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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	30.9331	6.56***
α ARCH Response to squared shocks	0.0903	23.65***
β GARCH Volatility persistence	0.9632	184.81***
ν DF Student-t tail thickness	4.2686	7.93***

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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