Megan Holdings Ltd 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 Tuesday, May 26th, 2026
1 Day
201.88%
decreased by 23.66%
1 Week
208.02%
decreased by 17.52%
1 Month
230.98%
increased by 5.44%
Analysis last updated: Friday, May 22, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.64 | |
| 0.0693 | 4.84 | |
| 0.6877 | 22.58 | |
| 0.4859 | 4.21 |
Estimation Period:
Sep 26, 2025 to May 22, 2026
Sep 26, 2025 to May 22, 2026
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