V-Lab: CBOE Volatility Index - OLD MEM Volatility Analysis

V-Lab

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V-Lab

CBOE Volatility Index - OLD MEM Volatility Analysis

Volatility Prediction for Tuesday, August 31st, 2021:139.68% (-11.00%)

Analysis last updated: Tuesday, August 31, 2021 at 04:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5834	8.39
$α$	0.1543	27.96
$β$	0.8212	230.29

Estimation Period:
Jan 2, 1990 to Aug 27, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts