CBOE Crude Oil Volatility Index

CBOE Energy ETF Volatility Index

CBOE Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

CBOE Skew Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0330	16.58***
α ARCH Response to squared shocks	0.1604	25.84***
β GARCH Volatility persistence	0.9813	953.68***
γ leverage Additional response to negative shocks	-0.0427	-8.74***

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S&P GSCI Brent Crude Oil Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Brent Crude Oil Index Analyses