Bridger Aerospace GP HLD Inc Asy. 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, May 26th, 2026
1 Day
68.55%
decreased by 4.28%
1 Week
68.63%
decreased by 4.20%
1 Month
68.94%
decreased by 3.89%
Analysis last updated: Friday, May 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 2.76 | |
| 0.1923 | 11.61 | |
| 0.7861 | 80.64 | |
| 0.0431 | 1.69 |
Estimation Period:
Jan 22, 2021 to May 22, 2026
Jan 22, 2021 to May 22, 2026
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