Ningbo Daye Garden Machinery Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
69.44%
increased by 7.95%
1 Week
74.72%
increased by 13.23%
1 Month
91.58%
increased by 30.09%
Analysis last updated: Tuesday, July 14, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 1, 2020 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 54 trading days, meaning a shock loses half its impact after approximately 54 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7722 | 6.48*** |
α ARCH Response to squared shocks | 0.3833 | 20.16*** |
β GARCH Volatility persistence | 0.6040 | 50.43*** |
Persistence:
0.987
Half-life:
54 days
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