V-Lab
V-Lab

CBOE Energy ETF Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:99.88% (+2.92%)

Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC

Date Range:

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to

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1Y ·

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graph of CBOE Energy ETF Volatility Index AMEM
paramt-stat
ω5.000018.83
α0.252918.80
β0.710469.52
γ-0.1134-7.31
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts