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, July 17th, 2025:54.16% (+16.83%)

Analysis last updated: Thursday, July 17, 2025 at 11:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1862	17.30
$α$	0.2955	34.70
$β$	0.6433	70.35
$γ$	-0.2803	-15.95
$δ$	0.5748	14.35

Estimation Period:
Nov 26, 2013 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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GAS-GARCH Student T
MF2-GARCH

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