V-Lab
CBOE Crude Oil Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:77.90% (-6.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7899 | 17.79 | |
| 0.1416 | 19.87 | |
| 0.7608 | 97.34 | |
| -1.5512 | -7.38 |
Estimation Period:
May 10, 2007 to Sep 12, 2025
May 10, 2007 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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