S&P SmallCap 600 Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:20.70% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 31.67 | |
| 0.1004 | 29.65 | |
| 0.7983 | 306.11 | |
| 0.1531 | 24.68 |
Estimation Period:
Nov 18, 1994 to Feb 20, 2026
Nov 18, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices