Bridger Aerospace GP HLD Inc 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
69.67%
decreased by 4.03%
1 Week
69.74%
decreased by 3.96%
1 Month
70.05%
decreased by 3.65%
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 | |
|---|---|---|
| 0.0214 | 3.97 | |
| 0.2158 | 22.59 | |
| 0.7842 | 88.51 |
Estimation Period:
Jan 22, 2021 to May 22, 2026
Jan 22, 2021 to May 22, 2026
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