CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:114.86% (-7.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5441 | 5.37 | |
| 0.1365 | 4.65 | |
| 0.7198 | 14.20 | |
| -0.5941 | -2.60 | |
| 0.9293 | 2.74 | |
| -0.6063 | -2.17 | |
| 0.4675 | 1.40 | |
| -0.3902 | -1.41 | |
| 0.4211 | 1.84 | |
| -0.2242 | -0.75 | |
| -0.3746 | -1.11 | |
| 0.8100 | 2.94 | |
| -0.6930 | -2.39 |
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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