CTM MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.32% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2493 | 4.48 | |
| 0.1796 | 3.63 | |
| 0.4752 | 9.98 |
Estimation Period:
Jun 1, 1994 to Feb 13, 2026
Jun 1, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities