CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:85.73% (+17.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.61 | |
| 0.0851 | 13.55 | |
| 0.8638 | 162.89 | |
| -0.3520 | -5.05 | |
| 1.7312 | 20.20 |
Estimation Period:
May 10, 2007 to Dec 12, 2025
May 10, 2007 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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