S&P MidCap 400 Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.19% (-0.69%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0239 | 31.90 | |
0.0882 | 26.00 | |
0.8175 | 303.67 | |
0.1506 | 27.38 |
Estimation Period:
Jun 3, 1991 to Oct 10, 2025
Jun 3, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices