V-Lab
CBOE NASDAQ-100 Volatility Index MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:71.05% (+1.33%)
Analysis last updated: Saturday, April 27, 2024 at 05:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5540 | 10.35 | |
| 0.2549 | 24.50 | |
| 0.6267 | 62.15 |
Estimation Period:
Jan 23, 2001 to Mar 28, 2024
Jan 23, 2001 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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