FTSE SmallCap Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.78% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 4.36 | |
| 0.1446 | 32.08 | |
| 0.8294 | 274.45 | |
| 0.0521 | 7.12 |
Estimation Period:
Jun 11, 1996 to Feb 13, 2026
Jun 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices