V-Lab: CBOE S&P 500 6-Month Volatility Index Asy. Power MEM Volatility Analysis

V-Lab

CBOE S&P 500 6-Month Volatility Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 8th, 2025:44.80% (-2.14%)

Analysis last updated: Thursday, May 8, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1921	17.25
$α$	0.3013	34.26
$β$	0.6363	68.17
$γ$	-0.2720	-15.42
$δ$	0.5801	14.54

Estimation Period:
Nov 26, 2013 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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GAS-GARCH Student T
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