Baikowski Sas MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.67% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2346 | 6.79 | |
| 0.1704 | 13.71 | |
| 0.8000 | 91.78 |
Estimation Period:
Dec 27, 2018 to Feb 13, 2026
Dec 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities