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V-Lab

Aselsan Elektronik Sanayi Ve Ticaret AS MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

52.02%

decreased by 1.11%

1 Week

52.24%

decreased by 0.89%

1 Month

53.11%

decreased by 0.02%

Analysis last updated: Tuesday, July 21, 2026 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aselsan Elektronik Sanayi Ve Ticaret AS MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 20, 1995 to Jul 17, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 802 trading days (~3.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0550
6.71***
α

ARCH

Response to squared shocks

0.0999
22.57***
β

GARCH

Volatility persistence

0.8993
155.18***

Persistence:

0.999

Half-life:

802 days