CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
120.40%
decreased by 3.43%
1 Week
53.84%
decreased by 66.56%
1 Month
26.27%
decreased by 94.13%
Analysis last updated: Friday, March 20, 2026 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.8075 | 6.57 | |
| 0.0908 | 23.99 | |
| 0.9637 | 186.95 | |
| 4.2940 | 7.96 |
Estimation Period:
May 10, 2007 to Mar 13, 2026
May 10, 2007 to Mar 13, 2026
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