CBOE Crude Oil Volatility Index

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	param	t-stat
$ω$	5.1470	5.16
$α$	0.0546	48.56
$β$	0.9945	930.29
$ν$	6.5867	7.79

V-Lab

S&P GSCI Petroleum Spot Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:39.36% (-1.68%)

Date Range:

Parameter Estimates

Other S&P GSCI Petroleum Spot Index Analyses