CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:81.03% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1951 | 20.81 | |
| 0.7097 | 47.12 | |
| -0.1334 | -5.72 | |
| 5.3628 | 0.34 | |
| 0.2446 | 0.34 | |
| 0.5725 | 0.45 |
Estimation Period:
May 10, 2007 to Jan 23, 2026
May 10, 2007 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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