V-Lab

CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:72.56% (-3.36%)
Analysis last updated: Monday, May 19, 2025 at 11:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index S0GARCH
paramt-stat
ω0.53545.09
α0.13734.85
β0.729515.75
γ1-0.7033-2.74
γ21.11092.85
γ3-0.7355-2.11
γ40.55631.43
γ5-0.4091-1.31
γ60.29681.15
γ70.06880.27
γ8-0.6081-3.08
γ90.67873.55
γ10-0.2981-1.38
Estimation Period:
May 10, 2007 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts