Sagax AB Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.61% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1078 | 17.44 | |
| 0.1168 | 22.18 | |
| 0.8361 | 192.78 | |
| 0.0473 | 5.20 |
Estimation Period:
Apr 8, 2013 to Feb 13, 2026
Apr 8, 2013 to Feb 13, 2026
News Impact Curve
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