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	param	t-stat
$ω$	2.2919	16.23
$α$	0.1620	10.10
$β$	0.8103	118.51
$γ$	-0.0983	-3.24

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CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:131.77% (-12.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses