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	param	t-stat
$ω$	0.2175	12.02
$α$	0.1947	15.87
$β$	0.9384	205.61
$γ$	0.0751	4.27

V-Lab

CBOE Crude Oil Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:104.64% (-3.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses