CBOE Energy ETF Volatility Index

CBOE Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

CBOE Skew Index

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	param	t-stat
$ω$	0.7458	2.31
$α$	0.0821	5.41
$β$	0.8850	44.99
$γ_{1}$	0.0226	0.10
$γ_{2}$	-0.1625	-0.58
$γ_{3}$	0.4765	3.70
$γ_{4}$	-0.7951	-3.39
$γ_{5}$	0.8716	2.82
$γ_{6}$	-0.6938	-2.95
$γ_{7}$	0.3697	2.37
$γ_{8}$	-0.0810	-0.69

V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses