NCC AB MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.06% (+4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 1.42 | |
| 0.0582 | 8.46 | |
| 0.9288 | 248.87 |
Estimation Period:
Jan 10, 1990 to Jan 30, 2026
Jan 10, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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