Crowdstrike Holdings Inc 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, June 9th, 2026
1 Day
61.90%
decreased by 3.26%
1 Week
62.86%
decreased by 2.30%
1 Month
66.54%
increased by 1.38%
Analysis last updated: Tuesday, June 9, 2026 at 01:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2361 | 3.34 | |
| 0.3244 | 9.14 | |
| 0.6756 | 25.98 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
Other Crowdstrike Holdings Inc Analyses
Other MEM Analyses on Depositary Receipts