Mount Logan Capital Inc 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
53.23%
decreased by 9.47%
1 Week
53.27%
decreased by 9.43%
1 Month
53.40%
decreased by 9.30%
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 | |
|---|---|---|
| 0.0073 | 2.56 | |
| 0.3551 | 8.00 | |
| 0.6449 | 16.71 |
Estimation Period:
Sep 15, 2025 to May 22, 2026
Sep 15, 2025 to May 22, 2026
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