CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:87.13% (+6.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.5429 | 6.60 | |
| 0.0916 | 23.85 | |
| 0.9625 | 181.61 | |
| 4.2575 | 8.00 |
Estimation Period:
May 10, 2007 to Oct 17, 2025
May 10, 2007 to Oct 17, 2025
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