CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:68.37% (+9.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.2589 | 6.72 | |
| 0.0917 | 23.97 | |
| 0.9621 | 182.67 | |
| 4.2778 | 7.97 |
Estimation Period:
May 10, 2007 to Nov 28, 2025
May 10, 2007 to Nov 28, 2025
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