V-Lab
V-Lab
CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:174.18% (-15.53%)
Analysis last updated: Thursday, June 19, 2025 at 11:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE Crude Oil Volatility Index EGARCH
paramt-stat
ω0.210511.72
α0.192415.95
β0.9406206.92
γ0.07504.30
Estimation Period:
May 10, 2007 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts