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	param	t-stat
$ω$	0.5575	5.45
$α$	0.1379	4.67
$β$	0.7184	14.17
$γ_{1}$	-0.5551	-2.43
$γ_{2}$	0.8661	2.56
$γ_{3}$	-0.5627	-2.03
$γ_{4}$	0.4328	1.30
$γ_{5}$	-0.3651	-1.33
$γ_{6}$	0.4109	1.81
$γ_{7}$	-0.2363	-0.79
$γ_{8}$	-0.3418	-1.01
$γ_{9}$	0.7597	2.94
$γ_{10}$	-0.5729	-4.39

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:130.45% (-13.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses