V-Lab

CBOE Crude Oil Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:79.57% (-5.95%)
Analysis last updated: Friday, May 30, 2025 at 11:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index S0GARCH
paramt-stat
ω0.53525.10
α0.13704.85
β0.729415.71
γ1-0.7021-2.74
γ21.10902.84
γ3-0.7344-2.11
γ40.55521.43
γ5-0.4077-1.31
γ60.29441.14
γ70.07340.29
γ8-0.6170-3.13
γ90.69583.67
γ10-0.3162-1.49
Estimation Period:
May 10, 2007 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts