S&P 100 Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:11.22% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 36.29 | |
| 0.0983 | 24.38 | |
| 0.7954 | 302.45 | |
| 0.1730 | 24.43 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices