V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:77.49% (-3.58%)
Analysis last updated: Wednesday, April 24, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4620 | 15.48 | |
| 0.1633 | 9.42 | |
| 0.8006 | 95.28 | |
| -0.1039 | -3.05 |
Estimation Period:
May 10, 2007 to Apr 19, 2024
May 10, 2007 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other CBOE Crude Oil Volatility Index Analyses