Centiel AG Asy. Power 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
79.54%
decreased by 3.35%
1 Week
79.65%
decreased by 3.24%
1 Month
80.10%
decreased by 2.79%
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 | |
|---|---|---|
| 0.0796 | 9.98 | |
| 0.0889 | 20.25 | |
| 0.8957 | 245.53 | |
| 0.0164 | 1.29 | |
| 2.3902 | 37.18 |
Estimation Period:
Sep 12, 2006 to May 15, 2026
Sep 12, 2006 to May 15, 2026
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