CBOE Crude Oil Volatility Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
68.94%
decreased by 1.97%
1 Week
70.93%
increased by 0.02%
1 Month
76.46%
increased by 5.55%
Analysis last updated: Tuesday, June 9, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.72 | |
| 0.0827 | 14.05 | |
| 0.8662 | 165.46 | |
| -0.3584 | -5.38 | |
| 1.7326 | 20.66 |
Estimation Period:
May 10, 2007 to Jun 5, 2026
May 10, 2007 to Jun 5, 2026
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