Russell 1000 Value Index MEM Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
12.25%
increased by 1.10%
1 Week
12.56%
increased by 1.41%
1 Month
13.55%
increased by 2.40%
Analysis last updated: Saturday, April 18, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 6.44 | |
| 0.2411 | 35.67 | |
| 0.7373 | 197.76 |
Estimation Period:
May 12, 2000 to Apr 17, 2026
May 12, 2000 to Apr 17, 2026
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