CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:84.50% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5445 | 5.35 | |
| 0.1376 | 4.65 | |
| 0.7172 | 13.99 | |
| -0.6146 | -2.62 | |
| 0.9640 | 2.75 | |
| -0.6304 | -2.10 | |
| 0.4791 | 1.37 | |
| -0.3786 | -1.33 | |
| 0.3587 | 1.50 | |
| -0.0924 | -0.32 | |
| -0.5088 | -1.72 | |
| 0.8275 | 4.19 | |
| -0.5491 | -4.54 |
Estimation Period:
May 10, 2007 to Nov 7, 2025
May 10, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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