CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:80.26% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5434 | 5.34 | |
| 0.1373 | 4.65 | |
| 0.7173 | 13.99 | |
| -0.6205 | -2.63 | |
| 0.9742 | 2.76 | |
| -0.6380 | -2.11 | |
| 0.4841 | 1.37 | |
| -0.3791 | -1.32 | |
| 0.3502 | 1.45 | |
| -0.0722 | -0.25 | |
| -0.5309 | -1.84 | |
| 0.8378 | 4.43 | |
| -0.5478 | -4.53 |
Estimation Period:
May 10, 2007 to Oct 31, 2025
May 10, 2007 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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