V-Lab
CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:163.86% (-4.44%)
Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 11.95 | |
| 0.0972 | 26.73 | |
| 0.9028 | 225.25 | |
| -0.5579 | -22.99 | |
| 0.5766 | 15.66 |
Estimation Period:
Nov 19, 2013 to Mar 28, 2024
Nov 19, 2013 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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