Maruhachi Securities Co Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.93% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 14.92 | |
| 0.1307 | 21.36 | |
| 0.8749 | 195.12 | |
| -0.0112 | -1.20 |
Estimation Period:
Nov 23, 2004 to Feb 13, 2026
Nov 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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