CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
70.50%
decreased by 2.10%
1 Week
72.71%
increased by 0.11%
1 Month
79.35%
increased by 6.75%
Analysis last updated: Tuesday, June 9, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2049 | 11.15 | |
| 0.1849 | 16.91 | |
| 0.9421 | 206.69 | |
| 0.0766 | 4.61 |
Estimation Period:
May 10, 2007 to Jun 5, 2026
May 10, 2007 to Jun 5, 2026
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