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	param	t-stat
$ω$	0.5538	5.39
$α$	0.1383	4.71
$β$	0.7192	14.42
$γ_{1}$	-0.5837	-2.51
$γ_{2}$	0.9136	2.64
$γ_{3}$	-0.5962	-2.06
$γ_{4}$	0.4563	1.33
$γ_{5}$	-0.3739	-1.32
$γ_{6}$	0.3900	1.65
$γ_{7}$	-0.1727	-0.58
$γ_{8}$	-0.4129	-1.28
$γ_{9}$	0.7679	3.33
$γ_{10}$	-0.5289	-4.39

V-Lab

CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 15th, 2026:106.24% (+8.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses