CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:99.39% (-9.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.3910 | 6.76 | |
| 0.0923 | 23.85 | |
| 0.9618 | 182.25 | |
| 4.2899 | 7.94 |
Estimation Period:
May 10, 2007 to Dec 19, 2025
May 10, 2007 to Dec 19, 2025
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