CBOE S&P 500 6-Month Volatility Index MEM Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:33.94% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0863 | 7.98 | |
| 0.3745 | 24.85 | |
| 0.5590 | 46.58 |
Estimation Period:
Nov 26, 2013 to Jan 16, 2026
Nov 26, 2013 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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