S&P SmallCap 600 Index MEM Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:14.91% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 10.82 | |
| 0.2099 | 51.44 | |
| 0.7688 | 275.26 |
Estimation Period:
Nov 18, 1994 to Jan 16, 2026
Nov 18, 1994 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices