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V-Lab

SOFIX Index MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 11th, 2026

1 Day

9.73%

decreased by 0.42%

1 Week

10.16%

increased by 0.01%

1 Month

11.71%

increased by 1.56%

Analysis last updated: Saturday, May 9, 2026 at 05:01 AM UTC

Date Range:

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graph of SOFIX Index MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time