CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:102.46% (-9.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2182 | 12.10 | |
| 0.1951 | 15.89 | |
| 0.9382 | 205.87 | |
| 0.0745 | 4.25 |
Estimation Period:
May 10, 2007 to Jan 30, 2026
May 10, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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