MDU Resources Group 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 Wednesday, June 10th, 2026
1 Day
21.89%
increased by 0.07%
1 Week
22.04%
increased by 0.22%
1 Month
22.63%
increased by 0.81%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 31.35 | |
| 0.1118 | 39.47 | |
| 0.8595 | 450.01 | |
| 0.0574 | 12.37 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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