V-Lab
S&P 500 Growth Index MEM Volatility Analysis
Volatility prediction for Friday, July 31st, 2026
1 Day
22.35%
decreased by 0.69%
1 Week
22.35%
decreased by 0.69%
1 Month
22.36%
decreased by 0.68%
Analysis last updated: Thursday, July 30, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 7, 1993 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 64 trading days, meaning a shock loses half its impact after approximately 64 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0216 | 10.10*** |
α ARCH Response to squared shocks | 0.2220 | 56.77*** |
β GARCH Volatility persistence | 0.7672 | 285.32*** |
Persistence:
0.989
Half-life:
64 days
Other S&P 500 Growth Index Analyses
Other MEM Analyses on Equity Indices