Hong Kong Exch & Clearing MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.92% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5618 | 6.68 | |
| 0.3036 | 11.78 | |
| 0.5717 | 31.47 |
Estimation Period:
Jul 26, 2023 to Feb 16, 2026
Jul 26, 2023 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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