CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:80.91% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1951 | 20.56 | |
| 0.7091 | 46.57 | |
| -0.1337 | -5.70 | |
| 5.1288 | 0.35 | |
| 0.2449 | 0.35 | |
| 0.5824 | 0.48 |
Estimation Period:
May 10, 2007 to Oct 24, 2025
May 10, 2007 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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