DKME MEM Volatility Analysis
Volatility Prediction for Wednesday, November 27th, 2024:76.92% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4627 | 8.53 | |
| 0.1534 | 27.38 | |
| 0.8163 | 246.48 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities