QVC 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 Monday, May 25th, 2026
1 Day
438.34%
increased by 128.11%
1 Week
438.48%
increased by 128.25%
1 Month
439.05%
increased by 128.82%
Analysis last updated: Saturday, May 23, 2026 at 11:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2465 | 14.88 | |
| 0.2883 | 20.15 | |
| 0.6659 | 76.34 | |
| 0.0916 | 5.58 |
Estimation Period:
May 5, 2006 to May 22, 2026
May 5, 2006 to May 22, 2026
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