V-Lab: CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis

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CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:74.69% (-0.64%)

Analysis last updated: Thursday, November 27, 2025 at 12:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1947	20.67
$β$	0.7117	47.65
$γ$	-0.1331	-5.70
$λ_{1}$	5.3642	0.34
$λ_{2}$	0.2443	0.34
$λ_{3}$	0.5731	0.45

Estimation Period:
May 10, 2007 to Nov 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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