Microdata MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.85% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3500 | 10.20 | |
| 0.1172 | 18.64 | |
| 0.8341 | 157.74 |
Estimation Period:
Jan 7, 2008 to Feb 13, 2026
Jan 7, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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