Wuliangye Yibin Co Ltd MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
37.43%
increased by 0.44%
1 Week
37.45%
increased by 0.46%
1 Month
37.53%
increased by 0.54%
Analysis last updated: Saturday, July 18, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 27, 1998 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1265 | 8.36*** |
α ARCH Response to squared shocks | 0.1714 | 38.92*** |
β GARCH Volatility persistence | 0.8064 | 264.06*** |
Persistence:
0.978
Half-life:
31 days
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