CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:66.18% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.62 | |
| 0.0845 | 13.53 | |
| 0.8645 | 163.14 | |
| -0.3537 | -5.05 | |
| 1.7325 | 20.25 |
Estimation Period:
May 10, 2007 to Nov 7, 2025
May 10, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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