V-Lab: CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis

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

Volatility Prediction for Monday, December 8th, 2025:83.57% (+0.70%)

Analysis last updated: Monday, December 8, 2025 at 12:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5488	5.35
$α$	0.1380	4.71
$β$	0.7198	14.46
$γ_{1}$	-0.6004	-2.56
$γ_{2}$	0.9402	2.69
$γ_{3}$	-0.6137	-2.08
$γ_{4}$	0.4684	1.35
$γ_{5}$	-0.3776	-1.32
$γ_{6}$	0.3770	1.58
$γ_{7}$	-0.1362	-0.46
$γ_{8}$	-0.4558	-1.47
$γ_{9}$	0.7877	3.66
$γ_{10}$	-0.5277	-4.39

Estimation Period:
May 10, 2007 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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