V-Lab
CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:64.57% (-2.44%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1878 | 18.42 | |
| 0.7196 | 44.59 | |
| -0.1293 | -4.91 | |
| 4.7426 | 0.29 | |
| 0.1789 | 0.29 | |
| 0.6506 | 0.53 |
Estimation Period:
May 10, 2007 to Apr 19, 2024
May 10, 2007 to Apr 19, 2024
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