CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:91.40% (-9.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1942 | 20.80 | |
| 0.7105 | 47.31 | |
| -0.1327 | -5.70 | |
| 5.3727 | 0.34 | |
| 0.2452 | 0.34 | |
| 0.5713 | 0.45 |
Estimation Period:
May 10, 2007 to Jan 30, 2026
May 10, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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