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, May 12th, 2025:16.16% (-0.18%)

Analysis last updated: Friday, May 9, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0312	38.71
$α$	0.1848	56.14
$β$	0.7983	244.80
$γ$	0.3328	32.00
$δ$	1.0583	34.83

Estimation Period:
Jan 1, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts