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	param	t-stat
$ω$	2.3881	16.60
$α$	0.1672	10.18
$β$	0.8033	109.38
$γ$	-0.1019	-3.24

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CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:93.08% (-5.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses