Ishares S&P 500 EX S&P 1 ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
12.46%
decreased by 0.37%
1 Week
12.50%
decreased by 0.33%
1 Month
12.69%
decreased by 0.14%
Analysis last updated: Tuesday, July 7, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 2.50 | |
| 0.0342 | 2.72 | |
| 0.9358 | 114.26 | |
| 0.0602 | 2.14 |
Estimation Period:
Jul 9, 2025 to Jul 2, 2026
Jul 9, 2025 to Jul 2, 2026
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