SPI Energy Co Ltd 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 18th, 2026
1 Day
2,410.83%
increased by 266.75%
1 Week
2,410.87%
increased by 266.79%
1 Month
2,411.04%
increased by 266.96%
Analysis last updated: Saturday, May 16, 2026 at 01:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4156 | 5.41 | |
| 0.0327 | 8.57 | |
| 0.9592 | 162.61 | |
| 0.0161 | 1.60 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
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