V-Lab
CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:141.02% (-14.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.6600 | 6.48 | |
| 0.0928 | 23.55 | |
| 0.9620 | 176.65 | |
| 4.2197 | 8.02 |
Estimation Period:
May 10, 2007 to Jun 27, 2025
May 10, 2007 to Jun 27, 2025
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