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 Friday, October 17th, 2025:104.36% (-3.64%)

Analysis last updated: Friday, October 17, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5415	5.32
$α$	0.1375	4.65
$β$	0.7172	13.99
$γ_{1}$	-0.6283	-2.65
$γ_{2}$	0.9869	2.78
$γ_{3}$	-0.6466	-2.11
$γ_{4}$	0.4899	1.38
$γ_{5}$	-0.3803	-1.32
$γ_{6}$	0.3422	1.41
$γ_{7}$	-0.0520	-0.18
$γ_{8}$	-0.5541	-1.98
$γ_{9}$	0.8522	4.70
$γ_{10}$	-0.5550	-4.43

Estimation Period:
May 10, 2007 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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