CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:96.18% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.3875 | 6.75 | |
| 0.0914 | 23.88 | |
| 0.9623 | 184.70 | |
| 4.3032 | 7.90 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
Other CBOE Crude Oil Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices