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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 20, 1995 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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