CBOE Volatility Index MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
76.58%
decreased by 1.00%
1 Week
82.38%
increased by 4.80%
1 Month
95.46%
increased by 17.88%
Analysis last updated: Thursday, May 21, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6937 | 18.13 | |
| 0.2558 | 38.93 | |
| 0.6701 | 133.06 |
Estimation Period:
Jan 1, 1992 to May 15, 2026
Jan 1, 1992 to May 15, 2026
Other CBOE Volatility Index Analyses
Other MEM Analyses on Volatility Indices