V-Lab: S&P 500 Index MEM Volatility Analysis

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V-Lab

S&P 500 Index MEM Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:15.04% (+1.92%)

Analysis last updated: Thursday, November 13, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0225	11.73
$α$	0.2174	57.41
$β$	0.7657	273.68

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts