Ishares S&P 500 EX S&P 1 ETF 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
11.83%
decreased by 0.33%
1 Week
11.87%
decreased by 0.29%
1 Month
12.04%
decreased by 0.12%
Analysis last updated: Tuesday, July 7, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 1.19 | |
| 0.0595 | 4.97 | |
| 0.9405 | 128.07 |
Estimation Period:
Jul 9, 2025 to Jul 2, 2026
Jul 9, 2025 to Jul 2, 2026
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