CBOE S&P 500 One-Year Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:23.61% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1021 | 9.65 | |
| 0.2975 | 18.46 | |
| 0.6958 | 43.62 | |
| -0.1831 | -4.71 | |
| 0.5086 | 8.82 |
Estimation Period:
Jun 30, 2017 to Dec 5, 2025
Jun 30, 2017 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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