CBOE Crude Oil Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:135.06% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6921 | 20.28 | |
| 0.1370 | 19.27 | |
| 0.7793 | 97.44 |
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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