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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 31, 2011 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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