CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
79.91%
decreased by 0.28%
1 Week
81.28%
increased by 1.09%
1 Month
85.24%
increased by 5.05%
Analysis last updated: Monday, April 20, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2063 | 11.35 | |
| 0.1870 | 16.59 | |
| 0.9417 | 208.16 | |
| 0.0759 | 4.50 |
Estimation Period:
May 10, 2007 to Apr 17, 2026
May 10, 2007 to Apr 17, 2026
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