Old Mutual Ltd MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.30% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 11.49 | |
| 0.1272 | 52.52 | |
| 0.8703 | 410.89 |
Estimation Period:
Jul 12, 1999 to Feb 13, 2026
Jul 12, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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