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	param	t-stat
$ω$	0.5644	5.52
$α$	0.1370	4.70
$β$	0.7179	14.11
$γ_{1}$	-0.5133	-2.29
$γ_{2}$	0.7966	2.41
$γ_{3}$	-0.5138	-1.98
$γ_{4}$	0.3995	1.27
$γ_{5}$	-0.3533	-1.33
$γ_{6}$	0.4426	2.09
$γ_{7}$	-0.3396	-1.20
$γ_{8}$	-0.1982	-0.57
$γ_{9}$	0.6607	2.29
$γ_{10}$	-0.5441	-3.72

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