CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:71.96% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1952 | 20.64 | |
| 0.7107 | 47.24 | |
| -0.1338 | -5.71 | |
| 5.3201 | 0.35 | |
| 0.2446 | 0.34 | |
| 0.5748 | 0.46 |
Estimation Period:
May 10, 2007 to Nov 14, 2025
May 10, 2007 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Crude Oil Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices