CBOE Volatility Index - OLD Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, September 24th, 2021):
1 Day
174.57%
1 Week
172.72%
1 Month
166.23%
Analysis last updated: Thursday, March 6, 2025 at 04:50 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5790 | 21.56 | |
| 0.2058 | 28.99 | |
| 0.8367 | 287.32 | |
| -0.1326 | -14.32 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
Other CBOE Volatility Index - OLD Analyses
Other Asy. MEM Analyses on Volatility Indices