CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:111.98% (+21.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.4019 | 6.77 | |
| 0.0915 | 23.92 | |
| 0.9624 | 185.66 | |
| 4.3121 | 7.90 |
Estimation Period:
May 10, 2007 to Feb 13, 2026
May 10, 2007 to Feb 13, 2026
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