CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:99.86% (+10.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.2452 | 6.79 | |
| 0.0919 | 23.83 | |
| 0.9617 | 182.48 | |
| 4.2897 | 7.91 |
Estimation Period:
May 10, 2007 to Jan 2, 2026
May 10, 2007 to Jan 2, 2026
Other CBOE Crude Oil Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices