V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:136.76% (-13.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3514 | 16.16 | |
| 0.1679 | 10.16 | |
| 0.8049 | 110.22 | |
| -0.1031 | -3.25 |
Estimation Period:
May 10, 2007 to Jun 27, 2025
May 10, 2007 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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