Return Stacked BDS & FUT YLD Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.04% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2067 | 14.20 | |
| 0.3782 | 9.16 | |
| 0.1218 | 5.31 | |
| 1.0000 | 5.01 |
Estimation Period:
Aug 21, 2024 to Feb 13, 2026
Aug 21, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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