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CBOE CRUDE OIL VOLATILITY INDEX GARCH VOLATILITY GRAPH
?
Volatility Prediction for Wednesday, June 19:
63.79% (-1.24)
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CBOE Crude Oil Volatility Index
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (VOL)
:
20.64%
Return
:
-1.92%
1 Week Pred
:
66.41%
Avg Week Vol
:
65.36%
Avg Month Vol
:
64.57%
1 Month Pred
:
71.72%
Min Vol
:
55.17%
Max Vol
:
298.74%
6 Months Pred
:
76.6%
Avg Vol
:
78.13%
Vol of Vol
:
74.06%
1 Year Pred
:
77.13%
Models
Assets
Analysis on CBOE Crude Oil Volatility Index
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
GARCH analysis on Volatility Indices
AEX Volatility Index
CAC40 Volatility Index
CBOE DJIA Volatility Index
CBOE Gold Volatility Index
CBOE NASDAQ-100 Volatility Index
CBOE Volatility Index - OLD
CBOE Volatility Index
DAX Volatility Index
Deutsche Bank FX Volatility Index
FTSE 100 Volatility Index
Kospi Volatility Index
SMI Volatility Index
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GARCH