Vegetable oils represent a critical dietary component in Central Asia, yet systematic characterization of oxidative stability for Uzbekistan-origin oils remains limited. This study evaluated the oxidative stability and antioxidant activity of four major cold-pressed vegetable oils (cottonseed, sunflower, pumpkin seed, and grape seed) from the Fergana Valley, Uzbekistan. Peroxide value (PV), p-anisidine value (AnV), and TOTOX were monitored during 30-day storage at 25°C (light/dark) and 60°C (accelerated oxidation, dark). Antioxidant capacity was quantified via DPPH and ABTS radical scavenging assays (IC₅₀). Rancimat induction periods at 120°C and HPLC-fluorescence tocopherol analysis were employed to correlate endogenous antioxidant content with oxidative resistance. Fatty acid profiling revealed grape seed oil as the most polyunsaturated (71.2% linoleic acid), followed by sunflower (64.2%), cottonseed (52.8%), and pumpkin seed (43.8%). Initial total tocopherol content ranged from 35.8 mg/100 g (grape seed) to 72.1 mg/100 g (sunflower). Rancimat analysis demonstrated pumpkin seed oil as the most stable (induction period: 11.3 ± 0.4 h), whereas sunflower oil exhibited the lowest oxidative stability (4.2 ± 0.2 h). A strong negative correlation was observed between PUFA content and induction period (r = −0.434), though this relationship was modulated by tocopherol homologue distribution. Accelerated storage at 60°C caused rapid deterioration: sunflower oil reached PV 62.3 meq O₂/kg after 12 days, while pumpkin seed oil remained below 40 meq O₂/kg. Tocopherol retention after 30 days at 25°C dark ranged from 53.4% (sunflower) to 72.5% (pumpkin seed). Pumpkin seed oil demonstrated superior oxidative stability attributable to its balanced fatty acid profile and effective γ-tocopherol-mediated antioxidant protection. Storage at 25°C in darkness maintained oil quality for 30 days, whereas 60°C accelerated oxidation consistent with Arrhenius behavior (Eₐ: 78.5–92.8 kJ/mol). These findings provide practical guidance for the Uzbekistan oil industry regarding storage optimization and antioxidant fortification strategies.