Abacus Group MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.06% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 9.62 | |
| 0.1861 | 44.56 | |
| 0.7972 | 231.81 |
Estimation Period:
Nov 14, 2002 to Feb 6, 2026
Nov 14, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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