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V-Lab

Paysafe Group Ltd MEM Volatility Analysis

Inactive

Last recorded values (Wednesday, December 20th, 2017):

1 Day

43.86%

1 Week

47.51%

1 Month

59.09%

Analysis last updated: Tuesday, December 19, 2017 at 05:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paysafe Group Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 13, 2004 to Dec 15, 2017

Model Insight

Volatility shocks decay with a half-life of 59 trading days, meaning a shock loses half its impact after approximately 59 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7590
13.38***
α

ARCH

Response to squared shocks

0.3667
22.43***
β

GARCH

Volatility persistence

0.6216
61.79***

Persistence:

0.988

Half-life:

59 days