Xi'An Peri Power Semiconductor Converting Technology Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
80.76%
increased by 14.39%
1 Week
80.39%
increased by 14.02%
1 Month
79.08%
increased by 12.71%
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 29, 2020 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 34 trading days, meaning a shock loses half its impact after approximately 34 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3953 | 6.79*** |
α ARCH Response to squared shocks | 0.3194 | 20.56*** |
β GARCH Volatility persistence | 0.6606 | 64.69*** |
Persistence:
0.980
Half-life:
34 days
Other Xi'An Peri Power Semiconductor Converting Technology Co Ltd Analyses
Other MEM Analyses on International Equities