V-Lab
CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:56.60% (-1.15%)
Analysis last updated: Tuesday, May 7, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5007 | 4.78 | |
| 0.1347 | 4.35 | |
| 0.7186 | 13.15 | |
| -0.9209 | -3.12 | |
| 1.4521 | 3.11 | |
| -0.9411 | -2.19 | |
| 0.6691 | 1.52 | |
| -0.3846 | -1.05 | |
| 0.0680 | 0.22 | |
| 0.3785 | 1.41 | |
| -0.5596 | -1.50 | |
| 0.0378 | 0.07 | |
| 0.4909 | 0.78 |
Estimation Period:
May 10, 2007 to May 3, 2024
May 10, 2007 to May 3, 2024
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