Nomura Research Institute MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.35% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 13.43 | |
| 0.1777 | 44.49 | |
| 0.8060 | 251.48 |
Estimation Period:
Dec 18, 2001 to Feb 13, 2026
Dec 18, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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