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
$ω$	0.7538	2.33
$α$	0.0830	5.41
$β$	0.8846	44.84
$γ_{1}$	0.0344	0.15
$γ_{2}$	-0.1902	-0.67
$γ_{3}$	0.5129	3.60
$γ_{4}$	-0.8267	-3.23
$γ_{5}$	0.8761	2.70
$γ_{6}$	-0.6650	-2.74
$γ_{7}$	0.3196	1.97
$γ_{8}$	-0.0405	-0.33

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