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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5556	5.54***
α ARCH Response to squared shocks	0.1362	4.63***
β GARCH Volatility persistence	0.7133	13.34***

γ₁	-0.5297	-2.42**
γ₂	0.8241	2.56**
γ₃	-0.5345	-2.13**
γ₄	0.4182	1.37
γ₅	-0.3705	-1.43
γ₆	0.4610	2.25**
γ₇	-0.3624	-1.31
γ₈	-0.1952	-0.55
γ₉	0.7505	2.28**
γ₁₀	-0.8580	-2.46**

V-Lab

CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Crude Oil Volatility Index Analyses