CBOE Crude Oil Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
75.86%
decreased by 4.71%
1 Week
78.23%
decreased by 2.34%
1 Month
83.72%
increased by 3.15%
Analysis last updated: Friday, May 8, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6383 | 20.44 | |
| 0.1350 | 19.53 | |
| 0.7840 | 101.68 |
Estimation Period:
May 10, 2007 to May 1, 2026
May 10, 2007 to May 1, 2026
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