Ellington Financial LLC MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.98% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 14.60 | |
| 0.2152 | 39.77 | |
| 0.7848 | 176.88 |
Estimation Period:
Oct 8, 2010 to Feb 13, 2026
Oct 8, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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