Sagax AB MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.30% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1043 | 6.80 | |
| 0.1428 | 25.03 | |
| 0.8330 | 190.01 |
Estimation Period:
Apr 8, 2013 to Feb 13, 2026
Apr 8, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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