Russell 1000 Value Index MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.57%
increased by 3.84%
1 Week
17.58%
increased by 3.85%
1 Month
17.64%
increased by 3.91%
Analysis last updated: Wednesday, June 10, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 6.48 | |
| 0.2396 | 35.71 | |
| 0.7386 | 198.59 |
Estimation Period:
May 12, 2000 to Jun 5, 2026
May 12, 2000 to Jun 5, 2026
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