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V-Lab

CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:348.01% (-26.77%)
Analysis last updated: Monday, November 24, 2025 at 12:33 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of CBOE S&P 500 9-Day Volatility Index APMEM
paramt-stat
ω0.56677.49
α0.138427.32
β0.8333138.95
γ-0.5041-21.15
δ0.961720.74
Estimation Period:
Oct 4, 2013 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts