S&P/NZX 50 Total Return Index MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.88% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 6.81 | |
| 0.1172 | 27.45 | |
| 0.8615 | 294.64 |
Estimation Period:
Feb 21, 2003 to Feb 5, 2026
Feb 21, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices