V-Lab
V-Lab

CBOE Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, March 22nd, 2024:75.34% (-5.95%)

Analysis last updated: Friday, March 22, 2024 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Volatility Index APMEM
paramt-stat
ω0.258915.25
α0.200069.83
β0.7579214.46
γ-0.2446-32.36
δ0.771223.64
Estimation Period:
Jan 1, 1992 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts