CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.17% (-5.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3707 | 16.48 | |
| 0.1664 | 10.16 | |
| 0.8047 | 111.34 | |
| -0.1021 | -3.26 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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