Mount Logan Capital 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 Tuesday, May 26th, 2026
1 Day
56.70%
decreased by 11.04%
1 Week
56.74%
decreased by 11.00%
1 Month
56.86%
decreased by 10.88%
Analysis last updated: Friday, May 22, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 8.88 | |
| 0.2796 | 5.47 | |
| 0.6494 | 16.17 | |
| 0.1421 | 3.59 |
Estimation Period:
Sep 15, 2025 to May 22, 2026
Sep 15, 2025 to May 22, 2026
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