S&P Composite 1500 Index Asy. MEM Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
17.97%
decreased by 0.26%
1 Week
17.93%
decreased by 0.30%
1 Month
17.77%
decreased by 0.46%
Analysis last updated: Friday, April 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 28.62 | |
| 0.1016 | 13.04 | |
| 0.7602 | 151.55 | |
| 0.2259 | 20.71 |
Estimation Period:
Dec 28, 2004 to Apr 2, 2026
Dec 28, 2004 to Apr 2, 2026
Other Asy. MEM Analyses on Equity Indices