ABC arbitrage MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.22% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 3.97 | |
| 0.0741 | 11.01 | |
| 0.9259 | 110.34 |
Estimation Period:
Apr 20, 2001 to Feb 13, 2026
Apr 20, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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