S&P/ASX 200 Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.67% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 29.08 | |
| 0.0723 | 21.25 | |
| 0.8415 | 314.34 | |
| 0.1312 | 22.28 |
Estimation Period:
Mar 31, 2000 to Feb 13, 2026
Mar 31, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices