General Motors Co 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 Wednesday, June 10th, 2026
1 Day
43.06%
increased by 1.46%
1 Week
43.10%
increased by 1.50%
1 Month
43.25%
increased by 1.65%
Analysis last updated: Tuesday, June 9, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 18.59 | |
| 0.0784 | 28.24 | |
| 0.9038 | 430.78 | |
| 0.0357 | 7.17 |
Estimation Period:
Nov 18, 2010 to Jun 5, 2026
Nov 18, 2010 to Jun 5, 2026
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