V-Lab
CBOE NASDAQ-100 Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:88.05% (-6.83%)
Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9100 | 29.84 | |
| 0.2771 | 16.01 | |
| 0.7522 | 163.63 | |
| -0.2098 | -11.10 |
Estimation Period:
Jan 23, 2001 to Mar 28, 2024
Jan 23, 2001 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
Other CBOE NASDAQ-100 Volatility Index Analyses