V-Lab: S&P SmallCap 600 Index MEM Volatility Analysis

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V-Lab

S&P SmallCap 600 Index MEM Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:21.06% (+0.01%)

Analysis last updated: Wednesday, October 22, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0405	10.72
$α$	0.2090	51.24
$β$	0.7701	275.23

Estimation Period:
Nov 18, 1994 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts