SigmaRoc PLC MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.00% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 6.66 | |
| 0.0765 | 21.61 | |
| 0.9226 | 306.93 |
Estimation Period:
Jan 5, 2007 to Feb 13, 2026
Jan 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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