V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:72.22% (-7.55%)
Analysis last updated: Friday, May 3, 2024 at 06:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1140 | 12.12 | |
| 0.2857 | 23.60 | |
| 0.7032 | 84.89 |
Estimation Period:
Apr 22, 2015 to Mar 28, 2024
Apr 22, 2015 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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