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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0344	16.77
$α$	0.0700	31.60
$β$	0.9190	406.29
$γ$	0.2836	10.10

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S&P GSCI Energy and Metals Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Energy and Metals Spot Index Analyses