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	param	t-stat
$ω$	0.5605	5.50
$α$	0.1370	4.66
$β$	0.7181	14.07
$γ_{1}$	-0.5392	-2.39
$γ_{2}$	0.8404	2.51
$γ_{3}$	-0.5457	-2.02
$γ_{4}$	0.4215	1.30
$γ_{5}$	-0.3613	-1.33
$γ_{6}$	0.4218	1.90
$γ_{7}$	-0.2708	-0.92
$γ_{8}$	-0.2964	-0.86
$γ_{9}$	0.7338	2.73
$γ_{10}$	-0.5702	-4.22

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