S&P MidCap 400 Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.94% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 32.06 | |
| 0.0878 | 26.10 | |
| 0.8172 | 305.60 | |
| 0.1512 | 27.58 |
Estimation Period:
Jun 3, 1991 to Jan 16, 2026
Jun 3, 1991 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices