Sangsin Brake MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.67% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1989 | 10.52 | |
| 0.1862 | 30.66 | |
| 0.7870 | 168.42 |
Estimation Period:
Nov 15, 2001 to Feb 20, 2026
Nov 15, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities