Founder Securities Co Ltd MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
27.50%
decreased by 0.87%
1 Week
28.33%
decreased by 0.04%
1 Month
31.14%
increased by 2.77%
Analysis last updated: Tuesday, July 21, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 10, 2011 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 42 trading days, meaning a shock loses half its impact after approximately 42 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1424 | 7.96*** |
α ARCH Response to squared shocks | 0.1861 | 30.58*** |
β GARCH Volatility persistence | 0.7977 | 175.58*** |
Persistence:
0.984
Half-life:
42 days
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