CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:63.55% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3645 | 16.38 | |
| 0.1668 | 10.16 | |
| 0.8047 | 110.74 | |
| -0.1023 | -3.26 |
Estimation Period:
May 10, 2007 to Nov 14, 2025
May 10, 2007 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Crude Oil Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices