V-Lab
CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:156.72% (-16.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1951 | 20.29 | |
| 0.7149 | 48.33 | |
| -0.1321 | -5.55 | |
| 5.0379 | 0.33 | |
| 0.2206 | 0.33 | |
| 0.6086 | 0.50 |
Estimation Period:
May 10, 2007 to Jun 6, 2025
May 10, 2007 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Crude Oil Volatility Index Analyses
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