S&P 500 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:9.10% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 39.01 | |
| 0.0871 | 19.84 | |
| 0.7954 | 271.18 | |
| 0.1882 | 27.45 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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Other Asy. MEM Analyses on Equity Indices