Bbva MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:65.09% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 7.65 | |
| 0.1844 | 7.47 | |
| 0.8156 | 85.36 |
Estimation Period:
Feb 5, 2007 to Feb 13, 2026
Feb 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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