V-Lab
CBOE Energy ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:111.99% (+5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1669 | 5.22 | |
| 0.1421 | 17.12 | |
| 0.8147 | 75.48 | |
| -0.2775 | -8.11 | |
| 0.5000 | 6.41 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
News Impact Curve
Volatility Forecasts
Other CBOE Energy ETF Volatility Index Analyses
Other Asy. Power MEM Analyses on Volatility Indices