CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:96.00% (+17.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.5911 | 6.56 | |
| 0.0916 | 23.80 | |
| 0.9626 | 180.90 | |
| 4.2497 | 8.01 |
Estimation Period:
May 10, 2007 to Oct 10, 2025
May 10, 2007 to Oct 10, 2025
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