V-Lab

CBOE Crude Oil Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:116.11% (-6.98%)
Analysis last updated: Saturday, July 5, 2025 at 02:14 AM UTC
Date Range:

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to

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graph of CBOE Crude Oil Volatility Index APMEM
paramt-stat
ω0.220711.04
α0.142125.75
β0.8402137.58
γ-0.1193-6.70
δ0.993818.62
Estimation Period:
Jul 15, 2008 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts