CBOE Volatility Index - OLD Asy. Power MEM Volatility Analysis
Inactive
Last recorded values (Friday, September 24th, 2021):
1 Day
164.43%
1 Week
157.59%
1 Month
137.23%
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 | |
|---|---|---|
| 0.2400 | 9.33 | |
| 0.1546 | 49.84 | |
| 0.8324 | 242.25 | |
| -0.3050 | -20.90 | |
| 1.0604 | 25.13 |
Estimation Period:
Jan 2, 1990 to Aug 27, 2021
Jan 2, 1990 to Aug 27, 2021
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