I'm not entirely sure about when it was proven, but we know it to be true. A specific post that I remember (I might be able to find it for you, but for now I will quote) states that a pokemon (I think it was Starmie) that shouldn't have outsped MegaGengar did, and that is because you do not get the mega stats until the turn after megavolving.
I'm pretty sure all offensive and defensive stats get a boost the moment you Mega Evolve, due to experience. The only one we don't know is Speed, and it's only relevant to Electro Ball and Gyro Ball.