V-Lab
V-Lab
S&P Composite 1500 Index MEM Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:22.49% (-1.27%)

Analysis last updated: Friday, March 24, 2023, 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index MEM
paramt-stat
ω0.025510.47
α0.267250.06
β0.7206171.69
Estimation Period:
Dec 28, 2004 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts