CBOE Crude Oil Volatility Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
61.46%
decreased by 3.14%
1 Week
64.27%
decreased by 0.33%
1 Month
72.52%
increased by 7.92%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2392 | 18.54 | |
| 0.1450 | 23.27 | |
| 0.8239 | 153.08 | |
| -0.0066 | -0.64 |
Estimation Period:
Jul 15, 2008 to Apr 2, 2026
Jul 15, 2008 to Apr 2, 2026
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