CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:86.49% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2098 | 11.61 | |
| 0.1904 | 16.12 | |
| 0.9408 | 208.00 | |
| 0.0755 | 4.35 |
Estimation Period:
May 10, 2007 to Oct 17, 2025
May 10, 2007 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Crude Oil Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices