CBOE S&P 500 6-Month Volatility Index MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
30.94%
increased by 0.25%
1 Week
36.94%
increased by 6.25%
1 Month
48.93%
increased by 18.24%
Analysis last updated: Thursday, May 21, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1513 | 8.39 | |
| 0.3850 | 24.93 | |
| 0.5411 | 49.12 |
Estimation Period:
Nov 26, 2013 to May 15, 2026
Nov 26, 2013 to May 15, 2026
Other CBOE S&P 500 6-Month Volatility Index Analyses
Other MEM Analyses on Volatility Indices