Creditex SAA MEM Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:65.28% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8380 | 4.61 | |
| 0.0440 | 7.06 | |
| 0.9411 | 144.52 |
Estimation Period:
Jan 8, 1991 to Nov 3, 2023
Jan 8, 1991 to Nov 3, 2023
News Impact Curve
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