CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:99.65% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1946 | 20.68 | |
| 0.7122 | 47.89 | |
| -0.1334 | -5.71 | |
| 5.4005 | 0.34 | |
| 0.2449 | 0.34 | |
| 0.5708 | 0.45 |
Estimation Period:
May 10, 2007 to Dec 12, 2025
May 10, 2007 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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