CBOE S&P 500 9-Day Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:221.52% (-6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.24 | |
| 0.1691 | 21.70 | |
| 0.8686 | 210.61 | |
| -0.1314 | -14.19 |
Estimation Period:
Oct 4, 2013 to Dec 5, 2025
Oct 4, 2013 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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