V-Lab: S&P 500 Index Asy. Power MEM Volatility Analysis

V-Lab

S&P 500 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:9.61% (-0.53%)

Analysis last updated: Thursday, July 3, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0310	38.57
$α$	0.1837	56.32
$β$	0.7994	246.96
$γ$	0.3330	31.97
$δ$	1.0569	34.91

Estimation Period:
Jan 1, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts