FTSE SmallCap Index MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.37% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 4.34 | |
| 0.1756 | 43.53 | |
| 0.8244 | 256.35 |
Estimation Period:
Jun 11, 1996 to Feb 13, 2026
Jun 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices