CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:78.34% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5483 | 5.35 | |
| 0.1380 | 4.70 | |
| 0.7192 | 14.37 | |
| -0.6062 | -2.58 | |
| 0.9506 | 2.71 | |
| -0.6218 | -2.09 | |
| 0.4737 | 1.35 | |
| -0.3784 | -1.32 | |
| 0.3689 | 1.54 | |
| -0.1165 | -0.39 | |
| -0.4779 | -1.57 | |
| 0.7981 | 3.87 | |
| -0.5261 | -4.43 |
Estimation Period:
May 10, 2007 to Nov 28, 2025
May 10, 2007 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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