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	param	t-stat
$ω$	2.3849	16.57
$α$	0.1673	10.19
$β$	0.8033	109.50
$γ$	-0.1021	-3.25

V-Lab

CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 29th, 2025:75.22% (-3.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses