CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:104.32% (+9.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1956 | 20.76 | |
| 0.7099 | 47.19 | |
| -0.1339 | -5.74 | |
| 5.3966 | 0.34 | |
| 0.2455 | 0.34 | |
| 0.5704 | 0.45 |
Estimation Period:
May 10, 2007 to Jan 2, 2026
May 10, 2007 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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