Federal-Mogul Goetz India MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.05% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1908 | 11.01 | |
| 0.1359 | 33.91 | |
| 0.8451 | 271.48 |
Estimation Period:
Jan 24, 1997 to Feb 13, 2026
Jan 24, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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