Ab Sagax MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.60% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3017 | 5.19 | |
| 0.0768 | 2.27 | |
| 0.7870 | 23.76 |
Estimation Period:
Mar 8, 2022 to Jan 30, 2026
Mar 8, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities