Baikowski Sas Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.22% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2349 | 12.73 | |
| 0.1420 | 11.15 | |
| 0.7960 | 94.25 | |
| 0.0752 | 3.25 |
Estimation Period:
Dec 27, 2018 to Feb 13, 2026
Dec 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Baikowski Sas Analyses
Other Asy. MEM Analyses on International Equities