V-Lab
CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:78.76% (-3.10%)
Analysis last updated: Wednesday, April 24, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.32 | |
| 0.0826 | 11.11 | |
| 0.8615 | 146.23 | |
| -0.3745 | -4.39 | |
| 1.7022 | 19.00 |
Estimation Period:
May 10, 2007 to Apr 19, 2024
May 10, 2007 to Apr 19, 2024
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