Marketingforce Management 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 Thursday, May 21st, 2026
1 Day
83.19%
decreased by 2.96%
1 Week
83.71%
decreased by 2.44%
1 Month
85.80%
decreased by 0.35%
Analysis last updated: Thursday, May 21, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1749 | 4.74 | |
| 0.2500 | 12.41 | |
| 0.8277 | 107.60 | |
| -0.1554 | -6.32 |
Estimation Period:
May 16, 2024 to May 15, 2026
May 16, 2024 to May 15, 2026
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