S&P SmallCap 600 Index MEM Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:21.15% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 10.83 | |
| 0.2093 | 51.45 | |
| 0.7695 | 276.72 |
Estimation Period:
Nov 18, 1994 to Feb 20, 2026
Nov 18, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices