Genfleet Therapeutics Shang MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
120.98%
decreased by 18.06%
1 Week
119.37%
decreased by 19.67%
1 Month
115.80%
decreased by 23.24%
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
Sep 19, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.24*** |
α ARCH Response to squared shocks | 0.3084 | 6.13*** |
β GARCH Volatility persistence | 0.5909 | 18.83*** |
Persistence:
0.899
Half-life:
7 days
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