CBOE Energy ETF Volatility Index

CBOE Volatility Index

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CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

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
$ω$	0.7367	2.41
$α$	0.0815	5.17
$β$	0.8825	42.10
$γ_{1}$	0.0233	0.11
$γ_{2}$	-0.1626	-0.60
$γ_{3}$	0.4680	3.87
$γ_{4}$	-0.7715	-3.47
$γ_{5}$	0.8350	2.82
$γ_{6}$	-0.6366	-2.76
$γ_{7}$	0.2578	1.41
$γ_{8}$	0.1837	0.74

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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