Sistema JSFC MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:40.02% (-5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4254 | 8.68 | |
| 0.3123 | 32.18 | |
| 0.6615 | 91.37 |
Estimation Period:
Sep 25, 2007 to Jul 8, 2022
Sep 25, 2007 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities