V-Lab
CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:82.81% (-7.13%)
Analysis last updated: Thursday, April 25, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.1305 | 6.75 | |
| 0.0892 | 22.07 | |
| 0.9590 | 168.04 | |
| 4 | 7.18 |
Estimation Period:
May 10, 2007 to Apr 19, 2024
May 10, 2007 to Apr 19, 2024
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