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V-Lab

S&P 500 Growth Index Asy. MEM Volatility Analysis

Volatility prediction for Friday, July 31st, 2026

1 Day

24.18%

decreased by 1.80%

1 Week

24.02%

decreased by 1.96%

1 Month

23.45%

decreased by 2.53%

Analysis last updated: Thursday, July 30, 2026 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Growth Index AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 7, 1993 to Jul 24, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 166% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0221
33.67***
α

ARCH

Response to squared shocks

0.1003
22.84***
β

GARCH

Volatility persistence

0.8002
299.80***
γ

leverage

Additional response to negative shocks

0.1668
24.02***

Persistence:

0.984

Half-life:

43 days