V-Lab
V-Lab
CBOE S&P 500 One-Year Volatility Index MEM Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:52.70% (-7.88%)
Analysis last updated: Friday, May 9, 2025 at 11:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CBOE S&P 500 One-Year Volatility Index MEM
paramt-stat
ω0.26075.22
α0.297115.91
β0.702955.16
Estimation Period:
Jun 30, 2017 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts