CBOE Crude Oil Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:85.06% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6919 | 20.18 | |
| 0.1374 | 19.14 | |
| 0.7794 | 97.08 |
Estimation Period:
May 10, 2007 to Oct 17, 2025
May 10, 2007 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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