CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:124.44% (+32.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5415 | 5.32 | |
| 0.1375 | 4.65 | |
| 0.7172 | 13.99 | |
| -0.6283 | -2.65 | |
| 0.9869 | 2.78 | |
| -0.6466 | -2.11 | |
| 0.4899 | 1.38 | |
| -0.3803 | -1.32 | |
| 0.3422 | 1.41 | |
| -0.0520 | -0.18 | |
| -0.5541 | -1.98 | |
| 0.8522 | 4.70 | |
| -0.5550 | -4.43 |
Estimation Period:
May 10, 2007 to Oct 10, 2025
May 10, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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