CBOE / NYMEX WTI Volatility Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3844 | 17.44 | |
| 0.3903 | 6.55 | |
| 0.8932 | 152.68 | |
| -0.0145 | -0.27 |
Estimation Period:
Sep 10, 2010 to May 15, 2020
Sep 10, 2010 to May 15, 2020
News Impact Curve
Volatility Forecasts
Other CBOE / NYMEX WTI Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices