High-Trend International Group 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
421.27%
decreased by 16.55%
1 Week
421.28%
decreased by 16.54%
1 Month
421.28%
decreased by 16.54%
Analysis last updated: Tuesday, June 9, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 2.43 | |
| 0.3041 | 1.44 | |
| 0.7460 | 8.34 | |
| -0.1002 | -0.62 |
Estimation Period:
Sep 14, 2021 to Jun 5, 2026
Sep 14, 2021 to Jun 5, 2026
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