Semilux International Ltd -Redh MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 19th, 2026
1 Day
578.10%
increased by 104.28%
1 Week
578.11%
increased by 104.29%
1 Month
578.16%
increased by 104.34%
Analysis last updated: Friday, June 19, 2026 at 01:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 5.27 | |
| 0.6085 | 1.92 | |
| 0.3915 | 2.02 |
Estimation Period:
Apr 28, 2022 to Jun 12, 2026
Apr 28, 2022 to Jun 12, 2026
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