CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:93.88% (+12.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.3262 | 6.80 | |
| 0.0920 | 23.86 | |
| 0.9619 | 184.21 | |
| 4.3066 | 7.90 |
Estimation Period:
May 10, 2007 to Jan 23, 2026
May 10, 2007 to Jan 23, 2026
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