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 Friday, November 21st, 2025:28.42% (+6.56%)

Analysis last updated: Thursday, November 20, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0405	10.73
$α$	0.2084	51.22
$β$	0.7706	275.91

Estimation Period:
Nov 18, 1994 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts