Sword Group MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.11% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0868 | 8.55 | |
| 0.1189 | 31.19 | |
| 0.8615 | 242.96 |
Estimation Period:
Mar 13, 2002 to Feb 13, 2026
Mar 13, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MEM Analyses on International Equities