Marketingforce Management 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
81.20%
increased by 2.39%
1 Week
81.90%
increased by 3.09%
1 Month
84.64%
increased by 5.83%
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 | |
|---|---|---|
| 0.2266 | 2.77 | |
| 0.2128 | 14.94 | |
| 0.7872 | 80.85 |
Estimation Period:
May 16, 2024 to May 15, 2026
May 16, 2024 to May 15, 2026
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