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V-Lab

CBOE 20+ Year Treasury Bond ETF Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:134.61% (+62.92%)

Analysis last updated: Friday, November 8, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of CBOE 20+ Year Treasury Bond ETF Volatility Index AMEM
paramt-stat
ω2.954921.01
α0.354319.83
β0.634866.59
γ-0.0236-0.79
Estimation Period:
Apr 22, 2015 to Aug 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts