Comp SA MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.18% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2455 | 12.35 | |
| 0.1262 | 23.11 | |
| 0.8215 | 183.16 |
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Jan 20, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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