Bewi Invest ASA 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 Thursday, May 21st, 2026
1 Day
52.14%
decreased by 3.23%
1 Week
52.42%
decreased by 2.95%
1 Month
53.54%
decreased by 1.83%
Analysis last updated: Thursday, May 21, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 5.37 | |
| 0.1870 | 5.35 | |
| 0.8501 | 48.65 | |
| -0.0741 | -2.04 |
Estimation Period:
Dec 21, 2020 to May 15, 2026
Dec 21, 2020 to May 15, 2026
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