CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:86.89% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.66 | |
| 0.0851 | 13.61 | |
| 0.8638 | 163.26 | |
| -0.3508 | -5.08 | |
| 1.7293 | 20.41 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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