CBOE Crude Oil Volatility Index

CBOE Energy ETF Volatility Index

CBOE Silver ETF 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

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

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	0.0360	20.66***
α ARCH Response to squared shocks	0.0553	17.02***
β GARCH Volatility persistence	0.9221	421.81***
γ leverage Additional response to negative shocks	0.0246	4.45***

V-Lab

S&P GSCI Energy and Metals Spot Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Energy and Metals Spot Index Analyses