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	param	t-stat
$ω$	0.5417	5.36
$α$	0.1374	4.65
$β$	0.7177	14.00
$γ_{1}$	-0.5913	-2.60
$γ_{2}$	0.9225	2.74
$γ_{3}$	-0.5991	-2.18
$γ_{4}$	0.4622	1.40
$γ_{5}$	-0.3884	-1.41
$γ_{6}$	0.4266	1.88
$γ_{7}$	-0.2409	-0.81
$γ_{8}$	-0.3538	-1.03
$γ_{9}$	0.8004	2.82
$γ_{10}$	-0.6855	-2.30

V-Lab

CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:111.79% (-11.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE Crude Oil Volatility Index Analyses