Australian Stock Exchange All Ordinaries Index MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.40% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 10.47 | |
| 0.1673 | 44.03 | |
| 0.8087 | 286.97 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices