CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:63.56% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2142 | 11.80 | |
| 0.1930 | 15.93 | |
| 0.9394 | 205.91 | |
| 0.0755 | 4.31 |
Estimation Period:
May 10, 2007 to Nov 28, 2025
May 10, 2007 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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