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CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:126.53% (-14.00%)
Analysis last updated: Monday, February 23, 2026 at 12:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index S0GARCH
paramt-stat
ω0.55755.44
α0.13684.67
β0.720314.33
γ1-0.5606-2.45
γ20.87592.58
γ3-0.5706-2.04
γ40.43871.31
γ5-0.3677-1.33
γ60.40651.77
γ7-0.2216-0.74
γ8-0.3583-1.07
γ90.75983.01
γ10-0.5597-4.38
Estimation Period:
May 10, 2007 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts