V-Lab
CBOE NASDAQ-100 Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:70.26% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4381 | 12.69 | |
| 0.1935 | 45.20 | |
| 0.7430 | 135.69 | |
| -0.3255 | -26.47 | |
| 0.9161 | 21.79 |
Estimation Period:
Jan 23, 2001 to May 9, 2025
Jan 23, 2001 to May 9, 2025
News Impact Curve
Volatility Forecasts
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