Forum Markets Inc 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 Tuesday, May 26th, 2026
1 Day
176.26%
increased by 0.65%
1 Week
176.36%
increased by 0.75%
1 Month
176.72%
increased by 1.11%
Analysis last updated: Friday, May 22, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 6.39 | |
| 0.1231 | 12.06 | |
| 0.8162 | 88.88 | |
| 0.1215 | 4.06 |
Estimation Period:
Jun 27, 2017 to May 22, 2026
Jun 27, 2017 to May 22, 2026
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