CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:75.10% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1950 | 20.85 | |
| 0.7106 | 47.53 | |
| -0.1339 | -5.76 | |
| 5.3814 | 0.34 | |
| 0.2456 | 0.34 | |
| 0.5712 | 0.45 |
Estimation Period:
May 10, 2007 to Feb 13, 2026
May 10, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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