Coface SA Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.79% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3962 | 22.81 | |
| 0.2664 | 24.24 | |
| 0.6132 | 68.05 | |
| 0.0518 | 2.86 |
Estimation Period:
Jun 26, 2014 to Feb 13, 2026
Jun 26, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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