NPC Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.34% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 18.80 | |
| 0.1460 | 35.10 | |
| 0.8649 | 308.99 | |
| -0.0360 | -5.71 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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