Skip to main content
V-Lab

CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.63% (-4.92%)
Analysis last updated: Monday, February 9, 2026 at 12:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index S0GARCH
paramt-stat
ω0.55595.42
α0.13784.70
β0.719414.36
γ1-0.5696-2.47
γ20.89012.60
γ3-0.5796-2.05
γ40.44491.32
γ5-0.3702-1.33
γ60.40201.73
γ7-0.2074-0.69
γ8-0.3719-1.12
γ90.75193.06
γ10-0.5368-4.31
Estimation Period:
May 10, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts