V-Lab
CBOE 3-Month Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:47.58% (-8.14%)
Analysis last updated: Tuesday, April 30, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1535 | 16.74 | |
| 0.2742 | 44.82 | |
| 0.6810 | 99.22 | |
| -0.2077 | -18.91 | |
| 0.5334 | 12.88 |
Estimation Period:
Nov 9, 2007 to Apr 26, 2024
Nov 9, 2007 to Apr 26, 2024
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