Samhallsbygg I Nor 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 Wednesday, March 25th, 2026
1 Day
69.74%
decreased by 3.17%
1 Week
73.93%
increased by 1.02%
1 Month
88.74%
increased by 15.83%
Analysis last updated: Monday, March 30, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1948 | 5.73 | |
| 0.0542 | 4.56 | |
| 0.8523 | 52.89 | |
| 0.1870 | 5.44 |
Estimation Period:
Feb 3, 2023 to Feb 27, 2026
Feb 3, 2023 to Feb 27, 2026
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