V-Lab
CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:66.82% (-2.69%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4991 | 4.76 | |
| 0.1347 | 4.34 | |
| 0.7191 | 13.17 | |
| -0.9287 | -3.12 | |
| 1.4634 | 3.10 | |
| -0.9464 | -2.18 | |
| 0.6707 | 1.51 | |
| -0.3820 | -1.04 | |
| 0.0609 | 0.19 | |
| 0.3833 | 1.41 | |
| -0.5467 | -1.45 | |
| 0.0027 | 0.00 | |
| 0.5634 | 0.93 |
Estimation Period:
May 10, 2007 to Apr 19, 2024
May 10, 2007 to Apr 19, 2024
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