V-Lab: CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis

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V-Lab

CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:131.58% (-3.09%)

Analysis last updated: Friday, October 17, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8075	7.16
$α$	0.1367	4.87
$β$	0.7359	16.94
$γ_{1}$	-0.0127	-0.20
$γ_{2}$	0.0126	0.11
$γ_{3}$	-0.0357	-0.34
$γ_{4}$	0.1588	1.78
$γ_{5}$	-0.3296	-3.74
$γ_{6}$	0.5366	5.62

Estimation Period:
May 10, 2007 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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