Sagax AB Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.88% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2180 | 19.37 | |
| 0.1239 | 27.41 | |
| 0.8518 | 256.48 | |
| 0.0082 | 0.96 |
Estimation Period:
Apr 6, 1999 to Feb 13, 2026
Apr 6, 1999 to Feb 13, 2026
News Impact Curve
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