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	param	t-stat
$ω$	0.5531	5.39
$α$	0.1378	4.70
$β$	0.7198	14.42
$γ_{1}$	-0.5780	-2.49
$γ_{2}$	0.9028	2.62
$γ_{3}$	-0.5873	-2.05
$γ_{4}$	0.4500	1.32
$γ_{5}$	-0.3716	-1.32
$γ_{6}$	0.3963	1.69
$γ_{7}$	-0.1914	-0.64
$γ_{8}$	-0.3897	-1.19
$γ_{9}$	0.7537	3.17
$γ_{10}$	-0.5239	-4.33

V-Lab

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

Volatility Prediction for Thursday, February 5th, 2026:107.41% (-6.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses