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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0650	25.20
$α$	0.0899	45.10
$β$	0.8951	502.85
$γ$	0.3761	13.97

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S&P GSCI Petroleum Spot Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Petroleum Spot Index Analyses