CBOE Crude Oil Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day 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	0.7595	3.77***
α ARCH Response to squared shocks	0.0843	8.55***
β GARCH Volatility persistence	0.8987	93.21***

γ₁	0.0068	0.74
γ₂	-0.0201	-1.66*
γ₃	0.0255	3.94***
γ₄	-0.0173	-3.82***

V-Lab

S&P GSCI Crude Oil Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Crude Oil Index Analyses