Forum Markets Inc 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 Tuesday, May 26th, 2026
1 Day
177.88%
increased by 3.04%
1 Week
178.01%
increased by 3.17%
1 Month
178.54%
increased by 3.70%
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 | |
|---|---|---|
| 0.0654 | 6.19 | |
| 0.1782 | 18.00 | |
| 0.8218 | 86.34 | |
| 0.2314 | 10.20 | |
| 1.8768 | 12.32 |
Estimation Period:
Jun 27, 2017 to May 22, 2026
Jun 27, 2017 to May 22, 2026
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