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

V-Lab

| |

V-Lab

S&P 500 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2024:13.04% (-0.74%)

Analysis last updated: Tuesday, September 17, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0291	38.13
$α$	0.1795	55.87
$β$	0.8050	251.88
$γ$	0.3287	31.72
$δ$	1.0700	34.36

Estimation Period:
Jan 1, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts