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

V-Lab

CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:116.84% (-9.66%)

Analysis last updated: Wednesday, July 16, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1972	20.47
$β$	0.7075	45.95
$γ$	-0.1355	-5.79
$λ_{1}$	4.9975	0.36
$λ_{2}$	0.2520	0.36
$λ_{3}$	0.5825	0.50

Estimation Period:
May 10, 2007 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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