CBOE Energy ETF Volatility Index

CBOE Volatility Index

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CBOE Russell 2000 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
$ω$	0.7421	2.31
$α$	0.0820	5.41
$β$	0.8846	44.91
$γ_{1}$	0.0171	0.08
$γ_{2}$	-0.1495	-0.53
$γ_{3}$	0.4593	3.75
$γ_{4}$	-0.7794	-3.49
$γ_{5}$	0.8674	2.88
$γ_{6}$	-0.7052	-3.06
$γ_{7}$	0.3920	2.58
$γ_{8}$	-0.0998	-0.87

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