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V-Lab

Shanghai Kinlita Chemical Co Ltd MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

76.40%

decreased by 0.85%

1 Week

76.56%

decreased by 0.69%

1 Month

77.18%

decreased by 0.07%

Analysis last updated: Tuesday, July 14, 2026 at 06:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Shanghai Kinlita Chemical Co Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 31, 2011 to Jul 10, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 210 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1247
7.07***
α

ARCH

Response to squared shocks

0.1312
25.97***
β

GARCH

Volatility persistence

0.8655
137.32***

Persistence:

0.997

Half-life:

210 days