V-Lab
CBOE 3-Month Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:47.70% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1993 | 17.05 | |
| 0.3022 | 47.47 | |
| 0.6306 | 79.61 | |
| -0.2044 | -17.17 | |
| 0.5000 | 12.19 |
Estimation Period:
Nov 9, 2007 to Jun 27, 2025
Nov 9, 2007 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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