V-Lab
CBOE Crude Oil Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:80.87% (-6.66%)
Analysis last updated: Friday, April 19, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9017 | 17.14 | |
| 0.1351 | 17.34 | |
| 0.7560 | 84.64 | |
| -1.6108 | -6.94 |
Estimation Period:
May 10, 2007 to Apr 12, 2024
May 10, 2007 to Apr 12, 2024
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