NCC AB Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.85% (+6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 8.79 | |
| 0.0374 | 4.73 | |
| 0.9319 | 265.34 | |
| 0.0400 | 3.08 |
Estimation Period:
Jan 10, 1990 to Jan 30, 2026
Jan 10, 1990 to Jan 30, 2026
News Impact Curve
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