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V-Lab

CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:280.67% (-29.83%)
Analysis last updated: Friday, October 24, 2025 at 11:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE S&P 500 9-Day Volatility Index APMEM
paramt-stat
ω0.61137.45
α0.136026.62
β0.8350139.45
γ-0.5072-20.70
δ0.993921.18
Estimation Period:
Oct 4, 2013 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts