Abacus Group Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.14% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 22.59 | |
| 0.1825 | 37.56 | |
| 0.7979 | 233.17 | |
| 0.0058 | 0.73 |
Estimation Period:
Nov 14, 2002 to Feb 13, 2026
Nov 14, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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