ABC arbitrage Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.97% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 3.98 | |
| 0.0700 | 9.85 | |
| 0.9263 | 121.29 | |
| 0.0075 | 0.89 |
Estimation Period:
Apr 20, 2001 to Feb 6, 2026
Apr 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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