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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0038	16.86
$α$	0.0549	38.49
$β$	0.9417	666.96
$γ$	-0.0053	-0.46

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S&P GSCI Light Energy Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Light Energy Spot Index Analyses