V-Lab
CBOE 3-Month Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:78.86% (-9.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1989 | 17.04 | |
| 0.3022 | 47.40 | |
| 0.6308 | 79.64 | |
| -0.2039 | -17.13 | |
| 0.5000 | 12.17 |
Estimation Period:
Nov 9, 2007 to Jun 18, 2025
Nov 9, 2007 to Jun 18, 2025
News Impact Curve
Volatility Forecasts
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