Vectis Datagro Credito Agron MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.45% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1631 | 6.36 | |
| 0.3147 | 20.12 | |
| 0.6853 | 60.45 |
Estimation Period:
Jul 1, 2022 to Feb 13, 2026
Jul 1, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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