V-Lab
CBOE Crude Oil Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 3rd, 2024:75.74% (-5.18%)
Analysis last updated: Tuesday, December 3, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9003 | 17.35 | |
| 0.1386 | 18.14 | |
| 0.7524 | 85.56 | |
| -1.6340 | -7.40 |
Estimation Period:
May 10, 2007 to Nov 29, 2024
May 10, 2007 to Nov 29, 2024
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