NZX Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.05% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 12.31 | |
| 0.0757 | 33.19 | |
| 0.9221 | 504.15 |
Estimation Period:
Jun 4, 2003 to Feb 13, 2026
Jun 4, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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