CBOE Crude Oil Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:79.86% (-6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7831 | 17.91 | |
| 0.1402 | 20.00 | |
| 0.7614 | 98.32 | |
| -1.5729 | -7.57 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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