CBOE Crude Oil Volatility Index

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	param	t-stat
$ω$	5.1552	5.15
$α$	0.0546	48.81
$β$	0.9945	932.93
$ν$	6.5876	7.79

V-Lab

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

Volatility Prediction for Tuesday, January 27th, 2026:31.24% (-1.17%)

Date Range:

Parameter Estimates

Other S&P GSCI Petroleum Spot Index Analyses