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V-Lab

CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:114.86% (-7.68%)
Analysis last updated: Tuesday, February 24, 2026 at 12:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index SGARCH
paramt-stat
ω0.54415.37
α0.13654.65
β0.719814.20
γ1-0.5941-2.60
γ20.92932.74
γ3-0.6063-2.17
γ40.46751.40
γ5-0.3902-1.41
γ60.42111.84
γ7-0.2242-0.75
γ8-0.3746-1.11
γ90.81002.94
γ10-0.6930-2.39
Estimation Period:
May 10, 2007 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts