CBOE Crude Oil Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:127.22% (-14.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7804 | 17.91 | |
| 0.1401 | 20.01 | |
| 0.7615 | 98.47 | |
| -1.5756 | -7.60 |
Estimation Period:
May 10, 2007 to Feb 13, 2026
May 10, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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