V-Lab: S&P Total Market Index Asy. Power MEM Volatility Analysis

V-Lab

S&P Total Market Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:10.65% (-1.17%)

Analysis last updated: Monday, June 30, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0624	30.12
$α$	0.2660	40.91
$β$	0.6923	93.49
$γ$	0.3038	20.24
$δ$	0.5000	12.21

Estimation Period:
Oct 20, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts