CBOE Crude Oil Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:133.36% (-18.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1939 | 20.87 | |
| 0.7130 | 48.87 | |
| -0.1318 | -5.69 | |
| 5.3179 | 0.34 | |
| 0.2425 | 0.34 | |
| 0.5793 | 0.46 |
Estimation Period:
May 10, 2007 to Mar 6, 2026
May 10, 2007 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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