Baird Medi INT HLD Ltd -Redh 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
62.14%
increased by 1.66%
1 Week
62.38%
increased by 1.90%
1 Month
63.32%
increased by 2.84%
Analysis last updated: Friday, May 22, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 2.53 | |
| 0.1781 | 1.10 | |
| 0.6817 | 9.18 | |
| 0.2804 | 0.96 |
Estimation Period:
Oct 21, 2021 to May 22, 2026
Oct 21, 2021 to May 22, 2026
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