GPT Group/The MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.30% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.93 | |
| 0.1190 | 60.77 | |
| 0.8810 | 492.74 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Real Estate