CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:133.72% (+9.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2161 | 11.93 | |
| 0.1935 | 15.94 | |
| 0.9388 | 205.83 | |
| 0.0752 | 4.30 |
Estimation Period:
May 10, 2007 to Feb 13, 2026
May 10, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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