Wilshire 5000 Total Market Index MEM Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
12.75%
decreased by 0.73%
1 Week
13.14%
decreased by 0.34%
1 Month
14.37%
increased by 0.89%
Analysis last updated: Sunday, July 12, 2026 at 08:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 31, 2009 to Jan 2, 2026Model Insight
Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0351 | 11.88*** |
α ARCH Response to squared shocks | 0.2907 | 44.07*** |
β GARCH Volatility persistence | 0.6860 | 149.26*** |
Persistence:
0.977
Half-life:
29 days
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