V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:82.00% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3744 | 16.37 | |
| 0.1685 | 10.17 | |
| 0.8038 | 109.40 | |
| -0.1038 | -3.27 |
Estimation Period:
May 10, 2007 to Sep 12, 2025
May 10, 2007 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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