V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:86.05% (-6.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4175 | 16.59 | |
| 0.1706 | 10.22 | |
| 0.8005 | 105.15 | |
| -0.1044 | -3.23 |
Estimation Period:
May 10, 2007 to Jul 25, 2025
May 10, 2007 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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