V-Lab
Russell 1000 Growth Index MEM Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
22.05%
decreased by 2.72%
1 Week
22.05%
decreased by 2.72%
1 Month
22.05%
decreased by 2.72%
Analysis last updated: Saturday, August 15, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 12, 2000 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 45 trading days, meaning a shock loses half its impact after approximately 45 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0296 | 8.79*** |
α ARCH Response to squared shocks | 0.2306 | 48.17*** |
β GARCH Volatility persistence | 0.7540 | 241.37*** |
Persistence:
0.985
Half-life:
45 days
Other Russell 1000 Growth Index Analyses
Other MEM Analyses on Equity Indices