National Aerospace Fastener 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 Thursday, May 21st, 2026
1 Day
60.52%
decreased by 1.64%
1 Week
60.65%
decreased by 1.51%
1 Month
61.20%
decreased by 0.96%
Analysis last updated: Thursday, May 21, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1322 | 13.47 | |
| 0.0723 | 13.22 | |
| 0.8959 | 253.57 | |
| -0.0797 | -7.81 | |
| 2.7823 | 20.26 |
Estimation Period:
Jun 18, 2002 to May 15, 2026
Jun 18, 2002 to May 15, 2026
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