S&P SmallCap 600 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.47% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 31.65 | |
| 0.1005 | 29.65 | |
| 0.7981 | 305.54 | |
| 0.1534 | 24.68 |
Estimation Period:
Nov 18, 1994 to Feb 6, 2026
Nov 18, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices