S&P 500 Index MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
11.10%
decreased by 0.58%
1 Week
11.43%
decreased by 0.25%
1 Month
12.51%
increased by 0.83%
Analysis last updated: Wednesday, July 22, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Jul 17, 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 | 0.0233 | 12.00*** |
α ARCH Response to squared shocks | 0.2203 | 58.15*** |
β GARCH Volatility persistence | 0.7622 | 272.88*** |
Persistence:
0.983
Half-life:
39 days
Other MEM Analyses on Equity Indices