V-Lab
CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:153.97% (-10.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6269 | 7.24 | |
| 0.1296 | 25.88 | |
| 0.8426 | 145.62 | |
| -0.5022 | -19.59 | |
| 1.0274 | 21.56 |
Estimation Period:
Oct 4, 2013 to Jul 3, 2025
Oct 4, 2013 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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