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	param	t-stat
$ω$	0.5669	5.53
$α$	0.1375	4.73
$β$	0.7190	14.33
$γ_{1}$	-0.5171	-2.30
$γ_{2}$	0.8041	2.42
$γ_{3}$	-0.5207	-1.98
$γ_{4}$	0.4046	1.27
$γ_{5}$	-0.3557	-1.33
$γ_{6}$	0.4390	2.04
$γ_{7}$	-0.3253	-1.13
$γ_{8}$	-0.2179	-0.62
$γ_{9}$	0.6683	2.34
$γ_{10}$	-0.5374	-3.74

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