First Steamship Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
39.49%
decreased by 2.13%
1 Week
40.27%
decreased by 1.35%
1 Month
43.17%
increased by 1.55%
Analysis last updated: Saturday, May 23, 2026 at 03:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2206 | 13.37 | |
| 0.1552 | 35.45 | |
| 0.8148 | 263.59 | |
| -0.0393 | -6.81 | |
| 2.4237 | 27.10 |
Estimation Period:
Oct 21, 1992 to May 15, 2026
Oct 21, 1992 to May 15, 2026
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