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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0648	25.14
$α$	0.0899	45.11
$β$	0.8951	503.17
$γ$	0.3762	13.98

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S&P GSCI Petroleum Spot Index AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Petroleum Spot Index Analyses