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
$ω$	0.7489	2.29
$α$	0.0828	5.41
$β$	0.8846	44.79
$γ_{1}$	0.0308	0.14
$γ_{2}$	-0.1832	-0.64
$γ_{3}$	0.5051	3.64
$γ_{4}$	-0.8202	-3.28
$γ_{5}$	0.8759	2.74
$γ_{6}$	-0.6729	-2.80
$γ_{7}$	0.3324	2.07
$γ_{8}$	-0.0504	-0.41

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