CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:99.99% (-9.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.2781 | 6.80 | |
| 0.0916 | 23.85 | |
| 0.9620 | 184.18 | |
| 4.3042 | 7.89 |
Estimation Period:
May 10, 2007 to Jan 30, 2026
May 10, 2007 to Jan 30, 2026
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