SPI Energy Co Ltd 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
2,275.32%
increased by 233.25%
1 Week
2,275.36%
increased by 233.29%
1 Month
2,275.54%
increased by 233.47%
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 | |
|---|---|---|
| 0.4032 | 1.15 | |
| 0.0410 | 6.21 | |
| 0.9590 | 160.36 |
Estimation Period:
Jan 8, 2016 to May 15, 2026
Jan 8, 2016 to May 15, 2026
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