Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
85.59%
increased by 4.15%
1 Week
88.08%
increased by 6.64%
1 Month
95.64%
increased by 14.20%
Analysis last updated: Tuesday, July 14, 2026 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8741 | 3.26*** |
α ARCH Response to squared shocks | 0.4871 | 7.19*** |
β GARCH Volatility persistence | 0.4790 | 23.41*** |
Persistence:
0.966
Half-life:
20 days
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