V-Lab
V-Lab

CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, November 1st, 2024:203.82% (+6.08%)

Analysis last updated: Friday, November 1, 2024 at 01:43 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
ω0.060512.08
α0.103628.01
β0.8964221.00
γ-0.5608-24.68
δ0.558915.99
Estimation Period:
Nov 19, 2013 to Aug 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts