Ab Sagax MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.47% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 5.70 | |
| 0.2015 | 31.37 | |
| 0.7949 | 158.69 |
Estimation Period:
Nov 9, 2016 to Feb 13, 2026
Nov 9, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities