V-Lab
CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:76.62% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.58 | |
| 0.0853 | 13.46 | |
| 0.8638 | 162.42 | |
| -0.3545 | -5.03 | |
| 1.7312 | 20.11 |
Estimation Period:
May 10, 2007 to Sep 12, 2025
May 10, 2007 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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