V-Lab
CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:72.39% (-3.61%)
Analysis last updated: Monday, December 30, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5275 | 16.46 | |
| 0.1689 | 9.82 | |
| 0.7939 | 94.01 | |
| -0.1045 | -3.11 |
Estimation Period:
May 10, 2007 to Dec 27, 2024
May 10, 2007 to Dec 27, 2024
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