PGG Wrightson Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.00% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 6.01 | |
| 0.0335 | 17.76 | |
| 0.9620 | 426.79 |
Estimation Period:
Feb 1, 1990 to Feb 13, 2026
Feb 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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