CTP B.V. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.56% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 2.32 | |
| 0.0573 | 10.62 | |
| 0.9427 | 250.58 |
Estimation Period:
Mar 25, 2021 to Jan 23, 2026
Mar 25, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities