V-Lab
CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:59.11% (-2.86%)
Analysis last updated: Monday, January 20, 2025 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.2441 | 7.19 | |
| 0.0943 | 22.16 | |
| 0.9555 | 163.78 | |
| 4 | 7.36 |
Estimation Period:
May 10, 2007 to Jan 17, 2025
May 10, 2007 to Jan 17, 2025
Other CBOE Crude Oil Volatility Index Analyses