V-Lab
Estun Automation Co Ltd MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 5th, 2026
1 Day
80.57%
decreased by 3.70%
1 Week
81.59%
decreased by 2.68%
1 Month
85.53%
increased by 1.26%
Analysis last updated: Wednesday, August 5, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 9, 2026 to Jul 31, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3274 | 0.53 |
α ARCH Response to squared shocks | 0.1572 | 3.31*** |
β GARCH Volatility persistence | 0.8428 | 39.27*** |
Persistence:
1.000
Half-life:
-
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