V-Lab
V-Lab
CBOE S&P 500 9-Day Volatility Index MEM Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:176.92% (-2.05%)
Analysis last updated: Monday, May 19, 2025 at 11:34 AM UTC
Date Range:

from

to

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10Y ·

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graph of CBOE S&P 500 9-Day Volatility Index MEM
paramt-stat
ω5.00005.86
α0.132121.07
β0.8455156.69
Estimation Period:
Oct 4, 2013 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts