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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5703	5.58***
α ARCH Response to squared shocks	0.1368	4.73***
β GARCH Volatility persistence	0.7183	14.18***

γ₁	-0.4963	-2.24**
γ₂	0.7699	2.35**
γ₃	-0.4969	-1.95*
γ₄	0.3881	1.25
γ₅	-0.3486	-1.33
γ₆	0.4511	2.19**
γ₇	-0.3711	-1.34
γ₈	-0.1520	-0.44
γ₉	0.6291	2.13**
γ₁₀	-0.5364	-3.59***

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