V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:143.98% (+34.31%)
Analysis last updated: Friday, October 4, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4537 | 15.63 | |
| 0.1663 | 9.63 | |
| 0.7987 | 95.08 | |
| -0.1073 | -3.15 |
Estimation Period:
May 10, 2007 to Sep 27, 2024
May 10, 2007 to Sep 27, 2024
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