CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:69.92% (+3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3380 | 16.25 | |
| 0.1658 | 10.15 | |
| 0.8062 | 112.58 | |
| -0.1020 | -3.28 |
Estimation Period:
May 10, 2007 to Dec 5, 2025
May 10, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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