V-Lab
CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:97.23% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.7901 | 6.68 | |
| 0.0922 | 22.97 | |
| 0.9607 | 176.05 | |
| 4.2623 | 7.75 |
Estimation Period:
May 10, 2007 to Jun 6, 2025
May 10, 2007 to Jun 6, 2025
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