V-Lab
V-Lab
CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:109.04% (-8.11%)
Analysis last updated: Wednesday, July 2, 2025 at 11:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index EGARCH
paramt-stat
ω0.210111.66
α0.192115.99
β0.9407206.80
γ0.07544.32
Estimation Period:
May 10, 2007 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts