CFG Bank SA MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.86% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8756 | 11.37 | |
| 0.4337 | 10.97 | |
| 0.2634 | 11.20 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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