Note AB MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.20% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1151 | 10.24 | |
| 0.1503 | 38.01 | |
| 0.8374 | 232.02 |
Estimation Period:
Jun 23, 2004 to Feb 13, 2026
Jun 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities