Alony Hetz MEM Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:34.08% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 4.61 | |
| 0.1349 | 38.87 | |
| 0.8594 | 334.40 |
Estimation Period:
Jun 9, 2006 to Feb 19, 2026
Jun 9, 2006 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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