Dow Jones Composite Average MEM Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
15.59%
increased by 3.23%
1 Week
15.67%
increased by 3.31%
1 Month
15.93%
increased by 3.57%
Analysis last updated: Thursday, June 18, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 10.65 | |
| 0.3361 | 60.81 | |
| 0.6419 | 153.02 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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