Edmond DE Rothschild Real ES MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.16% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 7.82 | |
| 0.1424 | 27.24 | |
| 0.8355 | 236.49 |
Estimation Period:
Mar 21, 2011 to Feb 13, 2026
Mar 21, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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