S&P MidCap 400 Index Asy. MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
15.94%
increased by 0.02%
1 Week
16.01%
increased by 0.09%
1 Month
16.28%
increased by 0.36%
Analysis last updated: Wednesday, May 20, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 32.08 | |
| 0.0879 | 26.50 | |
| 0.8179 | 309.59 | |
| 0.1503 | 27.65 |
Estimation Period:
Jun 3, 1991 to May 15, 2026
Jun 3, 1991 to May 15, 2026
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