Kwang Dong Pharmaceutical Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
57.60%
decreased by 1.89%
1 Week
57.28%
decreased by 2.21%
1 Month
56.18%
decreased by 3.31%
Analysis last updated: Tuesday, July 21, 2026 at 07:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Jul 16, 2026Model Insight
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2659 | 8.49*** |
α ARCH Response to squared shocks | 0.1855 | 35.22*** |
β GARCH Volatility persistence | 0.7887 | 201.03*** |
Persistence:
0.974
Half-life:
26 days
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