NPC Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.41% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0944 | 18.80 | |
| 0.1458 | 35.08 | |
| 0.8651 | 309.39 | |
| -0.0360 | -5.73 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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