V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:93.02% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3729 | 16.33 | |
| 0.1688 | 10.17 | |
| 0.8038 | 109.65 | |
| -0.1040 | -3.27 |
Estimation Period:
May 10, 2007 to Aug 22, 2025
May 10, 2007 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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