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

Skip to main content

V-Lab

S&P MidCap 400 Index MEM Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:15.92% (-0.14%)

Analysis last updated: Thursday, October 30, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0245	15.32
$α$	0.2008	59.07
$β$	0.7849	255.59

Estimation Period:
Jun 3, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts