Fic Global Inc MEM Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
55.98%
decreased by 1.60%
1 Week
55.89%
decreased by 1.69%
1 Month
55.57%
decreased by 2.01%
Analysis last updated: Friday, July 17, 2026 at 09:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 30, 2004 to Jul 3, 2026Model Insight
Volatility shocks decay with a half-life of 55 trading days, meaning a shock loses half its impact after approximately 55 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1355 | 9.74*** |
α ARCH Response to squared shocks | 0.0640 | 26.51*** |
β GARCH Volatility persistence | 0.9236 | 343.58*** |
Persistence:
0.988
Half-life:
55 days
Other MEM Analyses on International Equities