NCC AB MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.59% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 6.04 | |
| 0.0709 | 27.48 | |
| 0.9139 | 415.23 |
Estimation Period:
Mar 13, 1991 to Feb 13, 2026
Mar 13, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities