V-Lab
CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:78.55% (-4.37%)
Analysis last updated: Thursday, April 25, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2206 | 11.33 | |
| 0.1887 | 14.02 | |
| 0.9366 | 185.65 | |
| 0.0745 | 3.97 |
Estimation Period:
May 10, 2007 to Apr 19, 2024
May 10, 2007 to Apr 19, 2024
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