CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:126.53% (-14.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5575 | 5.44 | |
| 0.1368 | 4.67 | |
| 0.7203 | 14.33 | |
| -0.5606 | -2.45 | |
| 0.8759 | 2.58 | |
| -0.5706 | -2.04 | |
| 0.4387 | 1.31 | |
| -0.3677 | -1.33 | |
| 0.4065 | 1.77 | |
| -0.2216 | -0.74 | |
| -0.3583 | -1.07 | |
| 0.7598 | 3.01 | |
| -0.5597 | -4.38 |
Estimation Period:
May 10, 2007 to Feb 20, 2026
May 10, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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