Abacus Group MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.15% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 9.63 | |
| 0.1859 | 44.56 | |
| 0.7973 | 231.84 |
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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