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V-Lab

CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:186.14% (-12.73%)
Analysis last updated: Friday, January 23, 2026 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
ω0.60067.49
α0.139227.48
β0.8313138.30
γ-0.4927-21.02
δ0.978321.07
Estimation Period:
Oct 4, 2013 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts