S&P SmallCap 600 Index MEM Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:21.13% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 10.81 | |
| 0.2092 | 51.50 | |
| 0.7699 | 277.52 |
Estimation Period:
Nov 18, 1994 to Mar 13, 2026
Nov 18, 1994 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices