Sandisk Corp 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
102.23%
decreased by 5.43%
1 Week
102.46%
decreased by 5.20%
1 Month
103.40%
decreased by 4.26%
Analysis last updated: Friday, June 12, 2026 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0960 | 2.40 | |
| 0.2262 | 12.60 | |
| 0.7738 | 42.48 |
Estimation Period:
Feb 24, 2025 to Jun 12, 2026
Feb 24, 2025 to Jun 12, 2026
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