S&P/ASX 200 MEM Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:8.36% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 8.75 | |
| 0.1764 | 43.63 | |
| 0.8077 | 262.85 |
Estimation Period:
Mar 31, 2000 to Jan 2, 2026
Mar 31, 2000 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices