SDI Ltd Asy. MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
31.38%
increased by 0.58%
1 Week
31.89%
increased by 1.09%
1 Month
33.75%
increased by 2.95%
Analysis last updated: Thursday, May 21, 2026 at 05:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 12.01 | |
| 0.0461 | 15.75 | |
| 0.9408 | 453.38 | |
| 0.0150 | 2.55 |
Estimation Period:
Aug 21, 2001 to May 15, 2026
Aug 21, 2001 to May 15, 2026
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