CBOE Crude Oil Volatility Index

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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	0.1243	23.54***
α ARCH Response to squared shocks	0.0760	44.21***
β GARCH Volatility persistence	0.9142	526.93***

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S&P GSCI Natural Gas Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Natural Gas Index Analyses