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	param	t-stat
$ω$	0.5439	5.36
$α$	0.1376	4.66
$β$	0.7176	14.06
$γ_{1}$	-0.6014	-2.63
$γ_{2}$	0.9415	2.77
$γ_{3}$	-0.6148	-2.19
$γ_{4}$	0.4730	1.41
$γ_{5}$	-0.3915	-1.41
$γ_{6}$	0.4136	1.79
$γ_{7}$	-0.2034	-0.68
$γ_{8}$	-0.4034	-1.21
$γ_{9}$	0.8385	3.19
$γ_{10}$	-0.7675	-3.00

V-Lab

CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:132.69% (-2.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses