CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:105.12% (+5.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2952 | 16.28 | |
| 0.1613 | 10.11 | |
| 0.8102 | 118.23 | |
| -0.0975 | -3.23 |
Estimation Period:
May 10, 2007 to Feb 27, 2026
May 10, 2007 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Crude Oil Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices