CBOE Crude Oil Volatility Index

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	param	t-stat
$ω$	0.0219	7.53
$α$	0.1044	30.88
$β$	0.9870	1,008.13
$γ$	-0.0696	-22.33

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S&P GSCI WTI Crude Oil Index EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI WTI Crude Oil Index Analyses