Busy Ming Group Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
43.36%
increased by 0.80%
1 Week
41.39%
decreased by 1.17%
1 Month
39.42%
decreased by 3.14%
Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 28, 2026 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6566 | 3.73*** |
α ARCH Response to squared shocks | 0.3008 | 3.52*** |
β GARCH Volatility persistence | 0.4185 | 7.08*** |
Persistence:
0.719
Half-life:
2 days
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