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 Tuesday, December 16th, 2025:99.96% (+12.05%)

Analysis last updated: Tuesday, December 16, 2025 at 12:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5388	5.29
$α$	0.1380	4.71
$β$	0.7198	14.48
$γ_{1}$	-0.6310	-2.70
$γ_{2}$	0.9901	2.84
$γ_{3}$	-0.6486	-2.20
$γ_{4}$	0.4968	1.43
$γ_{5}$	-0.4006	-1.40
$γ_{6}$	0.3934	1.65
$γ_{7}$	-0.1435	-0.48
$γ_{8}$	-0.4601	-1.49
$γ_{9}$	0.8082	3.64
$γ_{10}$	-0.5875	-2.58

Estimation Period:
May 10, 2007 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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