V-Lab
CBOE Crude Oil Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:119.93% (+2.23%)
Analysis last updated: Friday, December 20, 2024 at 12:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.5350 | 6.98 | |
| 0.0930 | 22.23 | |
| 0.9574 | 166.93 | |
| 4 | 7.36 |
Estimation Period:
May 10, 2007 to Dec 13, 2024
May 10, 2007 to Dec 13, 2024
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