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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0520	25.17
$α$	0.0755	32.93
$β$	0.9146	421.08

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S&P GSCI Petroleum Spot Index GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Petroleum Spot Index Analyses