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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5740	5.62***
α ARCH Response to squared shocks	0.1368	4.75***
β GARCH Volatility persistence	0.7181	14.23***

γ₁	-0.4748	-2.16**
γ₂	0.7347	2.26**
γ₃	-0.4730	-1.91*
γ₄	0.3714	1.23
γ₅	-0.3404	-1.32
γ₆	0.4607	2.32**
γ₇	-0.4135	-1.55
γ₈	-0.0885	-0.26
γ₉	0.5902	1.94*
γ₁₀	-0.5360	-3.42***

V-Lab

CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses