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	param	t-stat
$ω$	0.5506	5.36
$α$	0.1382	4.72
$β$	0.7200	14.51
$γ_{1}$	-0.5930	-2.54
$γ_{2}$	0.9278	2.66
$γ_{3}$	-0.6047	-2.07
$γ_{4}$	0.4620	1.34
$γ_{5}$	-0.3755	-1.32
$γ_{6}$	0.3834	1.61
$γ_{7}$	-0.1546	-0.52
$γ_{8}$	-0.4339	-1.37
$γ_{9}$	0.7764	3.48
$γ_{10}$	-0.5258	-4.40

V-Lab

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

Volatility Prediction for Monday, December 29th, 2025:85.55% (-3.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses