JM AB Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.08% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 4.54 | |
| 0.0218 | 10.77 | |
| 0.9726 | 418.70 | |
| 0.0078 | 1.60 |
Estimation Period:
Mar 28, 1990 to Feb 6, 2026
Mar 28, 1990 to Feb 6, 2026
News Impact Curve
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