CBOE Crude Oil Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
79.54%
increased by 7.40%
1 Week
81.27%
increased by 9.13%
1 Month
85.28%
increased by 13.14%
Analysis last updated: Friday, June 12, 2026 at 11:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6699 | 20.47 | |
| 0.1343 | 19.49 | |
| 0.7833 | 100.92 |
Estimation Period:
May 10, 2007 to Jun 5, 2026
May 10, 2007 to Jun 5, 2026
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