Abionyx Pharma SA MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
104.97%
decreased by 0.90%
1 Week
109.16%
increased by 3.29%
1 Month
122.78%
increased by 16.91%
Analysis last updated: Tuesday, July 14, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2016 to Jul 3, 2026Model Insight
Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.6806 | 1.54 |
α ARCH Response to squared shocks | 0.0670 | 3.71*** |
β GARCH Volatility persistence | 0.9133 | 161.19*** |
Persistence:
0.980
Half-life:
35 days
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