Sandisk Corp 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 Tuesday, June 9th, 2026
1 Day
73.69%
decreased by 4.11%
1 Week
74.02%
decreased by 3.78%
1 Month
75.31%
decreased by 2.49%
Analysis last updated: Monday, June 8, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 5.86 | |
| 0.2321 | 12.84 | |
| 0.7716 | 42.20 | |
| -0.0074 | -0.25 |
Estimation Period:
Feb 24, 2025 to Jun 5, 2026
Feb 24, 2025 to Jun 5, 2026
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