CBOE Volatility Index - OLD MEM Volatility Analysis
Inactive
Last recorded values (Friday, September 24th, 2021):
1 Day
174.66%
1 Week
172.71%
1 Month
165.88%
Analysis last updated: Thursday, March 6, 2025 at 04:50 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5834 | 8.39 | |
| 0.1543 | 27.96 | |
| 0.8212 | 230.29 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
Other CBOE Volatility Index - OLD Analyses
Other MEM Analyses on Volatility Indices