CBOE Crude Oil Volatility Index

CBOE Energy ETF Volatility Index

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	6.0987	5.31***
α ARCH Response to squared shocks	0.0589	55.50***
β GARCH Volatility persistence	0.9948	1,018.20***
ν DF Student-t tail thickness	6.4380	9.39***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI All Crude Spot Index Analyses