Bursa Cimento MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.25% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 4.76 | |
| 0.0790 | 22.96 | |
| 0.9210 | 278.26 |
Estimation Period:
Jan 13, 1995 to Feb 13, 2026
Jan 13, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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