V-Lab: S&P 100 Index MEM Volatility Analysis

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V-Lab

S&P 100 Index MEM Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:21.70% (-1.05%)

Analysis last updated: Friday, October 17, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0204	11.04
$α$	0.2175	56.05
$β$	0.7695	281.67

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts