CBOE Crude Oil Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:120.52% (+45.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3592 | 16.32 | |
| 0.1671 | 10.14 | |
| 0.8054 | 111.63 | |
| -0.1027 | -3.27 |
Estimation Period:
May 10, 2007 to Oct 10, 2025
May 10, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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