CBOE Crude Oil Volatility Index GARCH Volatility Analysis
Volatility prediction for Thursday, March 26th, 2026
1 Day
82.18%
decreased by 5.78%
1 Week
83.49%
decreased by 4.47%
1 Month
86.60%
decreased by 1.36%
Analysis last updated: Thursday, March 26, 2026 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6226 | 20.34 | |
| 0.1358 | 19.49 | |
| 0.7838 | 101.36 |
Estimation Period:
May 10, 2007 to Mar 20, 2026
May 10, 2007 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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