V-Lab: S&P MidCap 400 Index MEM Volatility Analysis

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V-Lab

S&P MidCap 400 Index MEM Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:19.74% (-2.06%)

Analysis last updated: Friday, November 28, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0245	15.33
$α$	0.2009	59.23
$β$	0.7849	256.17

Estimation Period:
Jun 3, 1991 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts