Altamir MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.36% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 3.38 | |
| 0.0684 | 12.75 | |
| 0.9197 | 219.45 |
Estimation Period:
May 13, 1998 to Feb 13, 2026
May 13, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities