Sonmez Filament MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.80% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 5.44 | |
| 0.1113 | 22.62 | |
| 0.8887 | 352.81 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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