Sparinvest - Index Sektor IN Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.69% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 14.01 | |
| 0.0813 | 7.91 | |
| 0.7688 | 69.43 | |
| 0.1234 | 5.20 |
Estimation Period:
Jan 25, 2021 to Feb 20, 2026
Jan 25, 2021 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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