MSP Recovery Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
215.57%
decreased by 21.33%
1 Week
215.60%
decreased by 21.30%
1 Month
215.69%
decreased by 21.21%
Analysis last updated: Wednesday, June 10, 2026 at 12:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 5.76 | |
| 0.1618 | 7.54 | |
| 0.8022 | 70.57 | |
| 0.0720 | 2.83 |
Estimation Period:
Aug 14, 2020 to Jun 5, 2026
Aug 14, 2020 to Jun 5, 2026
Other MSP Recovery Inc Analyses
Other Asy. MEM Analyses on Equities