V-Lab
CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, August 11th, 2025:81.81% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.53 | |
| 0.0861 | 13.29 | |
| 0.8629 | 161.51 | |
| -0.3524 | -4.98 | |
| 1.7274 | 19.90 |
Estimation Period:
May 10, 2007 to Aug 8, 2025
May 10, 2007 to Aug 8, 2025
News Impact Curve
Volatility Forecasts
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