V-Lab
V-Lab

CBOE Crude Oil Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, March 22nd, 2024:71.88% (+0.31%)

Analysis last updated: Friday, March 22, 2024 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Crude Oil Volatility Index AMEM
paramt-stat
ω1.193216.95
α0.144021.21
β0.8279139.63
γ-0.0115-1.02
Estimation Period:
Jul 15, 2008 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts