V-Lab: CBOE DJIA Volatility Index MEM Volatility Analysis

V-Lab

CBOE DJIA Volatility Index MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:176.12% (+4.15%)

Analysis last updated: Thursday, April 24, 2025 at 11:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4628	8.82
$α$	0.1727	19.66
$β$	0.7688	122.70

Estimation Period:
Oct 6, 1997 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts