CBOE Crude Oil Volatility Index

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CBOE Russell 2000 Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.4004	6.24***
α ARCH Response to squared shocks	0.0634	53.28***
β GARCH Volatility persistence	0.9938	987.91***
ν DF Student-t tail thickness	7.2404	8.06***

V-Lab

S&P GSCI Crude Oil Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Crude Oil Index Analyses