V-Lab: CBOE 3-Month Volatility Index MEM Volatility Analysis

V-Lab

CBOE 3-Month Volatility Index MEM Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:41.69% (-2.71%)

Analysis last updated: Tuesday, July 15, 2025 at 11:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8762	18.32
$α$	0.3813	41.69
$β$	0.5541	83.85

Estimation Period:
Nov 9, 2007 to Jul 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts