CBOE Crude Oil Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:66.91% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7851 | 17.91 | |
| 0.1407 | 20.00 | |
| 0.7610 | 97.97 | |
| -1.5597 | -7.48 |
Estimation Period:
May 10, 2007 to Jan 2, 2026
May 10, 2007 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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