V-Lab

CBOE Crude Oil Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:104.90% (-1.21%)
Analysis last updated: Saturday, June 14, 2025 at 12:43 AM UTC
Date Range:

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to

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graph of CBOE Crude Oil Volatility Index APMEM
paramt-stat
ω0.213911.06
α0.139625.13
β0.8441137.61
γ-0.1237-6.77
δ0.999818.67
Estimation Period:
Jul 15, 2008 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts