CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:100.63% (-5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.61 | |
| 0.0851 | 13.57 | |
| 0.8642 | 163.03 | |
| -0.3538 | -5.06 | |
| 1.7316 | 20.25 |
Estimation Period:
May 10, 2007 to Oct 10, 2025
May 10, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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