V-Lab
CBOE / NYMEX WTI Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 18th, 2020:504.48% (-17.50%)
Analysis last updated: Saturday, May 16, 2020 at 05:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3109 | 3.25 | |
| 0.0526 | 10.10 | |
| 0.9350 | 121.55 | |
| -0.3638 | -3.76 | |
| 1.8009 | 14.08 |
Estimation Period:
Sep 10, 2010 to May 15, 2020
Sep 10, 2010 to May 15, 2020
News Impact Curve
Volatility Forecasts
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