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V-Lab

CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:94.08% (-9.57%)
Analysis last updated: Friday, February 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
ω0.54285.35
α0.13764.67
β0.718314.18
γ1-0.6087-2.65
γ20.95342.79
γ3-0.6230-2.19
γ40.47871.41
γ5-0.3934-1.41
γ60.40811.75
γ7-0.1869-0.63
γ8-0.4219-1.29
γ90.84133.33
γ10-0.7532-3.08
Estimation Period:
May 10, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts