NPC MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.66% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0962 | 7.14 | |
| 0.1309 | 40.97 | |
| 0.8632 | 288.90 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities