V-Lab
CBOE 3-Month Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:50.03% (-8.68%)
Analysis last updated: Saturday, May 4, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 16.75 | |
| 0.2740 | 44.84 | |
| 0.6813 | 99.41 | |
| -0.2086 | -18.99 | |
| 0.5337 | 12.90 |
Estimation Period:
Nov 9, 2007 to May 3, 2024
Nov 9, 2007 to May 3, 2024
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