S&P 100 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:22.63% (-1.81%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0215 | 35.78 | |
0.0962 | 23.81 | |
0.7982 | 302.11 | |
0.1729 | 24.49 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices