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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0148	10.51***
α ARCH Response to squared shocks	0.1537	4.77***
β GARCH Volatility persistence	0.6739	11.52***

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CBOE Energy ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Energy ETF Volatility Index Analyses