V-Lab: S&P 500 Index MEM Volatility Analysis

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V-Lab

S&P 500 Index MEM Volatility Analysis

Volatility Prediction for Thursday, October 30th, 2025:12.57% (+0.35%)

Analysis last updated: Wednesday, October 29, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0225	11.70
$α$	0.2170	57.28
$β$	0.7662	273.55

Estimation Period:
Jan 1, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts