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	param	t-stat
$ω$	30.9331	6.56
$α$	0.0909	23.82
$β$	0.9636	186.70
$ν$	4.2805	7.99

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