V-Lab: CBOE 1-Day Volatility Index MEM Volatility Analysis

V-Lab

CBOE 1-Day Volatility Index MEM Volatility Analysis

Volatility Prediction for Thursday, May 8th, 2025:403.95% (-0.34%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.38
$α$	0.0190	1.45
$β$	0.9724	302.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts