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V-Lab

Jason Co Ltd MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, August 17th, 2026

1 Day

18.77%

decreased by 0.19%

1 Week

19.56%

increased by 0.60%

1 Month

22.43%

increased by 3.47%

Analysis last updated: Saturday, August 15, 2026 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jason Co Ltd MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 26, 2007 to Aug 14, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0598
4.14***
α

ARCH

Response to squared shocks

0.1213
24.19***
β

GARCH

Volatility persistence

0.8787
180.99***

Persistence:

1.000

Half-life:

-