FII Grand Plaza Shopping 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 Tuesday, June 9th, 2026
1 Day
15.54%
increased by 0.25%
1 Week
16.24%
increased by 0.95%
1 Month
18.70%
increased by 3.41%
Analysis last updated: Tuesday, June 9, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 13.40 | |
| 0.1186 | 23.91 | |
| 0.8615 | 226.53 | |
| -0.0879 | -7.03 | |
| 2.3544 | 25.73 |
Estimation Period:
Feb 28, 2008 to Jun 5, 2026
Feb 28, 2008 to Jun 5, 2026
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