Loomis AB Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.32% (-6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5215 | 35.03 | |
| 0.2523 | 29.07 | |
| 0.5382 | 70.68 | |
| 0.1069 | 5.66 |
Estimation Period:
Dec 9, 2008 to Feb 6, 2026
Dec 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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