MSP Recovery Inc MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
189.71%
decreased by 4.02%
1 Week
189.74%
decreased by 3.99%
1 Month
189.84%
decreased by 3.89%
Analysis last updated: Saturday, June 13, 2026 at 01:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 4.89 | |
| 0.1873 | 15.93 | |
| 0.8127 | 80.06 |
Estimation Period:
Aug 14, 2020 to Jun 12, 2026
Aug 14, 2020 to Jun 12, 2026
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