Swiss Market Index MEM Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:12.79% (-1.13%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0349 | 8.91 | |
0.2316 | 43.26 | |
0.7386 | 226.79 |
Estimation Period:
Aug 19, 1991 to Oct 17, 2025
Aug 19, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices