Mulvihill Enhanced SPT PF SH Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:6.89% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 15.14 | |
| 0.5561 | 4.23 | |
| 0.3270 | 9.51 | |
| 0.2338 | 1.33 |
Estimation Period:
Feb 1, 2023 to Feb 13, 2026
Feb 1, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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