S&P 500 Index Asy. MEM Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
20.81%
increased by 1.48%
1 Week
20.61%
increased by 1.28%
1 Month
19.91%
increased by 0.58%
Analysis last updated: Thursday, June 18, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 39.10 | |
| 0.0877 | 19.98 | |
| 0.7942 | 268.67 | |
| 0.1888 | 27.52 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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