CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.63% (-4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5559 | 5.42 | |
| 0.1378 | 4.70 | |
| 0.7194 | 14.36 | |
| -0.5696 | -2.47 | |
| 0.8901 | 2.60 | |
| -0.5796 | -2.05 | |
| 0.4449 | 1.32 | |
| -0.3702 | -1.33 | |
| 0.4020 | 1.73 | |
| -0.2074 | -0.69 | |
| -0.3719 | -1.12 | |
| 0.7519 | 3.06 | |
| -0.5368 | -4.31 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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