CBOE Energy ETF Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3713	14.17***
α ARCH Response to squared shocks	0.0452	31.85***
β GARCH Volatility persistence	0.9895	1,149.30***
ν DF Student-t tail thickness	9.9984	3.72***

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S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis

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