Jiawei Renewable Energy Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
63.32%
increased by 4.24%
1 Week
63.30%
increased by 4.22%
1 Month
63.23%
increased by 4.15%
Analysis last updated: Tuesday, July 14, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 11, 2012 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8834 | 6.27*** |
α ARCH Response to squared shocks | 0.2175 | 16.24*** |
β GARCH Volatility persistence | 0.7265 | 91.73*** |
Persistence:
0.944
Half-life:
12 days
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