Daehan Steel Co Ltd MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
42.01%
increased by 0.51%
1 Week
42.06%
increased by 0.56%
1 Month
42.21%
increased by 0.71%
Analysis last updated: Friday, July 17, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2005 to Jul 16, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4640 | 9.78*** |
α ARCH Response to squared shocks | 0.2238 | 29.23*** |
β GARCH Volatility persistence | 0.7114 | 134.86*** |
Persistence:
0.935
Half-life:
10 days
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