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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5712	5.60***
α ARCH Response to squared shocks	0.1371	4.74***
β GARCH Volatility persistence	0.7178	14.20***

γ₁	-0.4833	-2.19**
γ₂	0.7481	2.30**
γ₃	-0.4812	-1.93*
γ₄	0.3768	1.24
γ₅	-0.3426	-1.32
γ₆	0.4565	2.27**
γ₇	-0.3971	-1.47
γ₈	-0.1153	-0.33
γ₉	0.6161	2.04**
γ₁₀	-0.5527	-3.55***

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