V-Lab

CBOE 3-Month Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:47.70% (-0.90%)
Analysis last updated: Wednesday, July 2, 2025 at 11:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE 3-Month Volatility Index APMEM
paramt-stat
ω0.199317.05
α0.302247.47
β0.630679.61
γ-0.2044-17.17
δ0.500012.19
Estimation Period:
Nov 9, 2007 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts