JM AB MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.48% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 2.11 | |
| 0.0277 | 21.00 | |
| 0.9705 | 431.53 |
Estimation Period:
Mar 28, 1990 to Feb 13, 2026
Mar 28, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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