Baron First Principles ETF 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
13.64%
decreased by 0.58%
1 Week
13.70%
decreased by 0.52%
1 Month
13.97%
decreased by 0.25%
Analysis last updated: Friday, May 22, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 3.29 | |
| 0.0316 | 2.07 | |
| 0.9072 | 91.98 | |
| 0.1224 | 4.58 |
Estimation Period:
Dec 15, 2025 to May 22, 2026
Dec 15, 2025 to May 22, 2026
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