McMillan Shakespeare Ltd MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.11% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4502 | 8.66 | |
| 0.1440 | 17.02 | |
| 0.7723 | 120.94 |
Estimation Period:
Mar 15, 2004 to Feb 13, 2026
Mar 15, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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