V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:112.56% (-8.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3926 | 16.41 | |
| 0.1693 | 10.19 | |
| 0.8024 | 107.02 | |
| -0.1037 | -3.23 |
Estimation Period:
May 10, 2007 to Jul 3, 2025
May 10, 2007 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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