Russell 2000 Index MEM Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:14.43% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 11.46 | |
| 0.2219 | 57.91 | |
| 0.7658 | 252.48 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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