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V-Lab

CBOE 3-Month Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:104.78% (+16.54%)
Analysis last updated: Tuesday, November 18, 2025 at 12:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index APMEM
paramt-stat
ω0.200917.29
α0.299648.30
β0.632381.13
γ-0.2136-17.85
δ0.500012.40
Estimation Period:
Nov 9, 2007 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts