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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	32.8834	16.78***
α ARCH Response to squared shocks	0.1354	13.29***
β GARCH Volatility persistence	0.8609	90.75***
ν DF Student-t tail thickness	6.1345	3.64***

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CBOE Energy ETF Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Energy ETF Volatility Index Analyses