Zf Commercial Vehicle Contro 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, April 6th, 2026
1 Day
53.34%
increased by 2.54%
1 Week
53.73%
increased by 2.93%
1 Month
55.27%
increased by 4.47%
Analysis last updated: Friday, April 3, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0834 | 19.05 | |
| 0.1780 | 28.22 | |
| 0.7980 | 187.32 | |
| 0.0480 | 3.94 |
Estimation Period:
Oct 3, 2008 to Apr 2, 2026
Oct 3, 2008 to Apr 2, 2026
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