FTSE SmallCap Index 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, June 10th, 2026
1 Day
9.68%
increased by 0.03%
1 Week
9.71%
increased by 0.06%
1 Month
9.83%
increased by 0.18%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 4.36 | |
| 0.1775 | 43.53 | |
| 0.8225 | 253.61 |
Estimation Period:
Jun 11, 1996 to Jun 5, 2026
Jun 11, 1996 to Jun 5, 2026
Other MEM Analyses on Equity Indices