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	param	t-stat
$ω$	0.5686	5.56
$α$	0.1372	4.72
$β$	0.7177	14.13
$γ_{1}$	-0.5047	-2.27
$γ_{2}$	0.7837	2.39
$γ_{3}$	-0.5065	-1.97
$γ_{4}$	0.3950	1.26
$γ_{5}$	-0.3521	-1.34
$γ_{6}$	0.4479	2.14
$γ_{7}$	-0.3560	-1.27
$γ_{8}$	-0.1752	-0.50
$γ_{9}$	0.6456	2.21
$γ_{10}$	-0.5417	-3.66

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