CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:133.89% (+50.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1961 | 20.49 | |
| 0.7087 | 46.52 | |
| -0.1349 | -5.75 | |
| 5.1320 | 0.35 | |
| 0.2488 | 0.35 | |
| 0.5793 | 0.48 |
Estimation Period:
May 10, 2007 to Oct 10, 2025
May 10, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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