CBOE Energy ETF Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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CBOE Skew Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3707	14.19***
α ARCH Response to squared shocks	0.0451	31.83***
β GARCH Volatility persistence	0.9896	1,150.64***
ν DF Student-t tail thickness	10.0088	3.71***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Biofuel Spot Index Analyses