CBOE Crude Oil Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:107.13% (+15.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5450 | 5.38 | |
| 0.1363 | 4.64 | |
| 0.7194 | 14.14 | |
| -0.5928 | -2.60 | |
| 0.9277 | 2.75 | |
| -0.6059 | -2.18 | |
| 0.4672 | 1.40 | |
| -0.3899 | -1.41 | |
| 0.4204 | 1.84 | |
| -0.2232 | -0.75 | |
| -0.3764 | -1.12 | |
| 0.8147 | 2.97 | |
| -0.7103 | -2.47 |
Estimation Period:
May 10, 2007 to Feb 27, 2026
May 10, 2007 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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