Centiel AG 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
81.70%
decreased by 3.47%
1 Week
81.88%
decreased by 3.29%
1 Month
82.60%
decreased by 2.57%
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 | |
|---|---|---|
| 0.0588 | 7.58 | |
| 0.0943 | 26.07 | |
| 0.9057 | 244.05 |
Estimation Period:
Sep 12, 2006 to May 15, 2026
Sep 12, 2006 to May 15, 2026
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