S&P SmallCap 600 Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.59% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 31.64 | |
| 0.1005 | 29.66 | |
| 0.7982 | 306.05 | |
| 0.1534 | 24.71 |
Estimation Period:
Nov 18, 1994 to Feb 13, 2026
Nov 18, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices