General Motors Co 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
42.12%
increased by 1.03%
1 Week
42.16%
increased by 1.07%
1 Month
42.33%
increased by 1.24%
Analysis last updated: Tuesday, June 9, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 11.27 | |
| 0.0997 | 39.36 | |
| 0.9003 | 390.58 |
Estimation Period:
Nov 18, 2010 to Jun 5, 2026
Nov 18, 2010 to Jun 5, 2026
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