V-Lab: CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis

V-Lab

CBOE S&P 500 9-Day Volatility Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:147.27% (-4.98%)

Analysis last updated: Monday, May 19, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6187	7.25
$α$	0.1306	25.89
$β$	0.8415	144.02
$γ$	-0.4996	-19.48
$δ$	1.0193	21.37

Estimation Period:
Oct 4, 2013 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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GAS-GARCH Student T
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