CTM Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.74% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1805 | 5.37 | |
| 0.1967 | 7.38 | |
| 0.4919 | 12.40 | |
| -0.0607 | -1.35 |
Estimation Period:
Jun 1, 1994 to Feb 13, 2026
Jun 1, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on International Equities