V-Lab
S&P 500 Index MEM Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
9.76%
decreased by 0.68%
1 Week
10.18%
decreased by 0.26%
1 Month
11.54%
increased by 1.10%
Analysis last updated: Saturday, August 15, 2026 at 12:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0234 | 12.04*** |
α ARCH Response to squared shocks | 0.2212 | 58.27*** |
β GARCH Volatility persistence | 0.7611 | 272.42*** |
Persistence:
0.982
Half-life:
39 days
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