CBOE / NYMEX WTI Volatility Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4204 | 4.34 | |
| 0.1408 | 3.55 | |
| 0.6807 | 9.39 | |
| -2.9220 | -2.63 | |
| 3.7583 | 2.24 | |
| -1.0225 | -0.90 | |
| 0.4567 | 0.50 | |
| -0.7102 | -0.93 | |
| 0.7125 | 0.86 | |
| -0.4686 | -0.43 | |
| 0.2065 | 0.16 | |
| 1.1229 | 0.70 | |
| -2.1106 | -1.41 |
Estimation Period:
Sep 10, 2010 to May 15, 2020
Sep 10, 2010 to May 15, 2020
News Impact Curve
Volatility Forecasts
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