QRF Sicafi CVA MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.27% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 8.79 | |
| 0.2306 | 36.93 | |
| 0.7694 | 168.54 |
Estimation Period:
Dec 18, 2013 to Feb 13, 2026
Dec 18, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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