CBOE Crude Oil Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:66.66% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2145 | 11.79 | |
| 0.1929 | 15.88 | |
| 0.9393 | 205.62 | |
| 0.0757 | 4.31 |
Estimation Period:
May 10, 2007 to Nov 14, 2025
May 10, 2007 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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