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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.7739	6.53
$α$	0.0463	40.13
$β$	0.9958	1,580.57
$ν$	8.5535	5.70

V-Lab

S&P GSCI Light Energy Spot Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Light Energy Spot Index Analyses