V-Lab
Hu Group Holdings Inc MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
28.51%
increased by 1.24%
1 Week
28.87%
increased by 1.60%
1 Month
30.05%
increased by 2.78%
Analysis last updated: Saturday, August 8, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 19, 1992 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1318 | 8.99*** |
α ARCH Response to squared shocks | 0.1486 | 31.02*** |
β GARCH Volatility persistence | 0.8236 | 249.74*** |
Persistence:
0.972
Half-life:
25 days
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