Sagax AB MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.20% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2144 | 9.01 | |
| 0.1268 | 30.99 | |
| 0.8529 | 261.39 |
Estimation Period:
Apr 6, 1999 to Feb 13, 2026
Apr 6, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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