V-Lab
CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:77.40% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.48 | |
| 0.0884 | 12.95 | |
| 0.8596 | 156.35 | |
| -0.3503 | -4.82 | |
| 1.7126 | 19.48 |
Estimation Period:
May 10, 2007 to May 16, 2025
May 10, 2007 to May 16, 2025
News Impact Curve
Volatility Forecasts
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