Samhallsbygg I Nor 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 Wednesday, March 25th, 2026
1 Day
69.09%
decreased by 3.13%
1 Week
72.92%
increased by 0.70%
1 Month
86.63%
increased by 14.41%
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 | |
|---|---|---|
| 1.0000 | 4.94 | |
| 0.1268 | 9.81 | |
| 0.8596 | 68.62 | |
| 0.3606 | 11.08 | |
| 1.9623 | 14.10 |
Estimation Period:
Feb 3, 2023 to Feb 27, 2026
Feb 3, 2023 to Feb 27, 2026
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