Forum Markets 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, May 26th, 2026
1 Day
173.37%
decreased by 4.43%
1 Week
173.48%
decreased by 4.32%
1 Month
173.90%
decreased by 3.90%
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 | |
|---|---|---|
| 0.0738 | 6.25 | |
| 0.2082 | 15.36 | |
| 0.7918 | 78.15 |
Estimation Period:
Jun 27, 2017 to May 22, 2026
Jun 27, 2017 to May 22, 2026
Other Forum Markets Inc Analyses
Other MEM Analyses on Equities