Centiel AG 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
81.13%
decreased by 3.43%
1 Week
81.31%
decreased by 3.25%
1 Month
82.04%
decreased by 2.52%
Analysis last updated: Thursday, May 21, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 11.20 | |
| 0.0919 | 14.81 | |
| 0.9054 | 238.33 | |
| 0.0055 | 0.59 |
Estimation Period:
Sep 12, 2006 to May 15, 2026
Sep 12, 2006 to May 15, 2026
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