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

V-Lab

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

Volatility Prediction for Friday, August 29th, 2025:94.81% (+1.00%)

Analysis last updated: Friday, August 29, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5366	5.25
$α$	0.1382	4.74
$β$	0.7189	14.40
$γ_{1}$	-0.6580	-2.71
$γ_{2}$	1.0358	2.83
$γ_{3}$	-0.6810	-2.12
$γ_{4}$	0.5149	1.40
$γ_{5}$	-0.3902	-1.32
$γ_{6}$	0.3210	1.30
$γ_{7}$	0.0070	0.03
$γ_{8}$	-0.6036	-2.46
$γ_{9}$	0.8318	5.19
$γ_{10}$	-0.4971	-3.31

Estimation Period:
May 10, 2007 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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