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	param	t-stat
$ω$	0.5638	5.53
$α$	0.1370	4.67
$β$	0.7180	14.06
$γ_{1}$	-0.5245	-2.34
$γ_{2}$	0.8164	2.46
$γ_{3}$	-0.5293	-2.00
$γ_{4}$	0.4103	1.28
$γ_{5}$	-0.3573	-1.33
$γ_{6}$	0.4322	1.99
$γ_{7}$	-0.3044	-1.05
$γ_{8}$	-0.2510	-0.72
$γ_{9}$	0.7064	2.52
$γ_{10}$	-0.5690	-4.01

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