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	param	t-stat
$ω$	0.5621	5.49
$α$	0.1379	4.70
$β$	0.7183	14.22
$γ_{1}$	-0.5386	-2.38
$γ_{2}$	0.8400	2.50
$γ_{3}$	-0.5464	-2.02
$γ_{4}$	0.4229	1.29
$γ_{5}$	-0.3634	-1.33
$γ_{6}$	0.4246	1.91
$γ_{7}$	-0.2740	-0.93
$γ_{8}$	-0.2919	-0.85
$γ_{9}$	0.7239	2.67
$γ_{10}$	-0.5599	-4.10

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