Sims Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.81% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2005 | 25.95 | |
| 0.1398 | 29.73 | |
| 0.7982 | 224.14 | |
| 0.0408 | 4.85 |
Estimation Period:
Nov 25, 1991 to Feb 13, 2026
Nov 25, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on International Equities