High-Trend International Group 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
439.92%
decreased by 9.75%
1 Week
440.18%
decreased by 9.49%
1 Month
441.24%
decreased by 8.43%
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 | |
|---|---|---|
| 0.4606 | 3.08 | |
| 0.0989 | 5.44 | |
| 0.9011 | 48.53 |
Estimation Period:
Sep 14, 2021 to Jun 5, 2026
Sep 14, 2021 to Jun 5, 2026
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