Skip to main content
V-Lab

CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:107.13% (+15.27%)
Analysis last updated: Friday, March 6, 2026 at 12:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index SGARCH
paramt-stat
ω0.54505.38
α0.13634.64
β0.719414.14
γ1-0.5928-2.60
γ20.92772.75
γ3-0.6059-2.18
γ40.46721.40
γ5-0.3899-1.41
γ60.42041.84
γ7-0.2232-0.75
γ8-0.3764-1.12
γ90.81472.97
γ10-0.7103-2.47
Estimation Period:
May 10, 2007 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts