CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:63.46% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.3672 | 6.67 | |
| 0.0916 | 23.91 | |
| 0.9623 | 182.14 | |
| 4.2691 | 7.99 |
Estimation Period:
May 10, 2007 to Nov 7, 2025
May 10, 2007 to Nov 7, 2025
Other CBOE Crude Oil Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices