S&P SmallCap 600 Index MEM Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:17.44% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 10.74 | |
| 0.2087 | 51.23 | |
| 0.7704 | 275.53 |
Estimation Period:
Nov 18, 1994 to Nov 7, 2025
Nov 18, 1994 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices