V-Lab: CBOE 1-Day Volatility Index Asy. Power MEM Volatility Analysis

V-Lab

CBOE 1-Day Volatility Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 8th, 2025:415.60% (-0.89%)

Analysis last updated: Thursday, May 8, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	0.88
$α$	0.0019	0.03
$β$	0.9810	242.10
$γ$	-1.0000	-0.02
$δ$	1.2591	3.88

Estimation Period:
Mar 31, 2023 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CBOE 1-Day Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

Other Asy. Power MEM Analyses on Volatility Indices
CBOE Volatility Index
CBOE NASDAQ-100 Volatility Index
CBOE DJIA Volatility Index
CBOE Crude Oil Volatility Index
CBOE S&P 500 9-Day Volatility Index
CBOE 3-Month Volatility Index
CBOE EFA ETF Volatility Index
TLT Percentage Price Volatility Index
CBOE S&P 500 6-Month Volatility Index
CBOE S&P 500 One-Year Volatility Index