V-Lab
CBOE Crude Oil Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:129.69% (-15.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7740 | 17.72 | |
| 0.1416 | 19.79 | |
| 0.7614 | 97.15 | |
| -1.5516 | -7.32 |
Estimation Period:
May 10, 2007 to Jun 27, 2025
May 10, 2007 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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