V-Lab
V-Lab
CBOE Crude Oil Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:141.13% (-15.72%)
Analysis last updated: Monday, June 30, 2025 at 11:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of CBOE Crude Oil Volatility Index GARCH
paramt-stat
ω2.678519.95
α0.138619.04
β0.778995.95
Estimation Period:
May 10, 2007 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts