V-Lab

CBOE 3-Month Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:78.86% (-9.61%)
Analysis last updated: Thursday, June 19, 2025 at 11:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index APMEM
paramt-stat
ω0.198917.04
α0.302247.40
β0.630879.64
γ-0.2039-17.13
δ0.500012.17
Estimation Period:
Nov 9, 2007 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts