S&P 100 Index Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
10.92%
decreased by 0.58%
1 Week
11.20%
decreased by 0.30%
1 Month
12.13%
increased by 0.63%
Analysis last updated: Monday, May 11, 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 | |
|---|---|---|
| 0.0219 | 36.35 | |
| 0.0971 | 24.31 | |
| 0.7966 | 305.09 | |
| 0.1731 | 24.63 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
Other Asy. MEM Analyses on Equity Indices