CBOE Crude Oil Volatility Index

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CBOE Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0536	25.52***
α ARCH Response to squared shocks	0.0792	35.25***
β GARCH Volatility persistence	0.9123	439.87***

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S&P GSCI All Crude Spot Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses