V-Lab
CBOE NASDAQ-100 Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:69.12% (-3.46%)
Analysis last updated: Saturday, April 27, 2024 at 05:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4236 | 13.06 | |
| 0.1823 | 44.74 | |
| 0.7555 | 134.34 | |
| -0.3964 | -15.69 | |
| 0.9046 | 19.08 |
Estimation Period:
Jan 23, 2001 to Mar 28, 2024
Jan 23, 2001 to Mar 28, 2024
News Impact Curve
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