CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:94.08% (-9.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5428 | 5.35 | |
| 0.1376 | 4.67 | |
| 0.7183 | 14.18 | |
| -0.6087 | -2.65 | |
| 0.9534 | 2.79 | |
| -0.6230 | -2.19 | |
| 0.4787 | 1.41 | |
| -0.3934 | -1.41 | |
| 0.4081 | 1.75 | |
| -0.1869 | -0.63 | |
| -0.4219 | -1.29 | |
| 0.8413 | 3.33 | |
| -0.7532 | -3.08 |
Estimation Period:
May 10, 2007 to Jan 30, 2026
May 10, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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