V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:204.09% (-19.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3433 | 16.14 | |
| 0.1677 | 10.12 | |
| 0.8053 | 110.89 | |
| -0.1028 | -3.24 |
Estimation Period:
May 10, 2007 to Jun 18, 2025
May 10, 2007 to Jun 18, 2025
News Impact Curve
Volatility Forecasts
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