V-Lab
CBOE S&P 500 9-Day Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:174.38% (-1.77%)
Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3802 | 9.49 | |
| 0.1234 | 24.66 | |
| 0.9133 | 327.22 | |
| -0.0734 | -11.50 |
Estimation Period:
Nov 19, 2013 to Mar 28, 2024
Nov 19, 2013 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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