Skip to main content
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

Date Range:

from

to

6M ·

All

graph of Estun Automation Co Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 9, 2026 to Jul 31, 2026

Model 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

ParameterValuet-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:

-