V-Lab
CBOE 3-Month Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:60.27% (-9.83%)
Analysis last updated: Saturday, April 27, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0631 | 29.94 | |
| 0.3750 | 35.60 | |
| 0.6611 | 110.65 | |
| -0.1490 | -8.85 |
Estimation Period:
Nov 9, 2007 to Apr 26, 2024
Nov 9, 2007 to Apr 26, 2024
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